Cole made the move to France on transfer deadline day.
"I always do things the hard way," he told the Mail on Sunday. "Coming to France was not so much the hardest option but it was the most exciting option. I could get the most out of this.
"The clubs that were in for me, no disrespect to them, were middle of the road Premier League clubs. And I thought to myself: 'I could go and do that but will it get my blood boiling?'
"Here there's a chance to be French champions, to take the club to the next stage of the Champions League and to play for a young manager [Rudi Garcia] who has a massive reputation. It's just a different challenge."