Cole is now reviving his career on-loan at Lille.
Cole said: "Mourinho was just great to play for, you knew where you stood. Looking back I played my best football under him. I won my most trophies under him. He used to get on my back so much but I can't thank him enough for it.
"If he goes and wins the league, that is the biggest achievement from any manager at any time because that Barcelona team is something else."