Cole played with the Italian midfielder at Stamford Bridge.
He said: "It's been strange. I know Robbie from my days at Chelsea. I know he's a nice guy.
"I thought he did extremely well and I wish him luck in whatever he does now because I know he's a great manager.
"He did England proud by bringing the trophy back to this country.
"Whatever happens he did brilliantly because he won the Champions League - and not many managers in the world can say that."