Cole was back in Hammers colours almost 10 years after his departure to Chelsea
He made both Hammers goals but finished with a bloodied nose and admitted: "It feels like a missed opportunity. It was a great start on a personal note and we were unlucky not to win.
"But United are a quality side and they've done that countless times. When you've got world-class players like Van Persie and Ryan Giggs, they can combine like that.
"We defended well, showed good concentration and good discipline but now we've got to go to Old Trafford and that's a really tough game."