Cole was outstanding on-loan at Lille this season, but was ignored by new England coach Roy Hodgson.
He said: “England has gone in a different direction and there’s nothing I can do about that. But I still believe I could play in two years’ time at the World Cup in Brazil.
“I won’t give up. I’m going away for a couple of weeks but then I’ll start training by myself to keep ticking over in case I’m in the Olympic squad. That would be brilliant.
“It’s been an incredible season. I’m really pleased for my old mates at Chelsea — but I wouldn’t be human if I didn’t feel a tinge of envy.
“I’m also really chuffed that West Ham have come up.
“I got tickets for a mate who has never seen them win anything and he got a seat right by where the players went up to lift the trophy. He was beside himself with joy.”