Liam Rosenior lasted just 106 days as Chelsea head coach as he was sacked by the club who now sit 7th in the Premier League table, far away from Champions League qualification.
Now, the club's hierarchy will search for a new head coach in what may be a tough task as many question their patience for managers hoping to turn the side around.
Cole, speaking to Paddy Power, opened up on who he would like to see replace Rosenior as the board look at every option.
“I’d love to see Xabi Alonso at the club. I loved watching his (Bayer) Leverkusen team. I think he was hard done by at Real Madrid. He understands massive clubs. He’s a winner.”
“The sad thing is, I don’t think Xabi Alonso would even consider Chelsea.
“The owners (BlueCo) are the ones who need to shoulder the blame because they’re appointing the managers and they’re putting the system in place that’s not allowing the managers to thrive.
“The sad thing is there doesn’t seem to be any kind of appraisal or genuine enquiry into why this isn’t working at the football club.
“You see all the news coming out of Chelsea of people pulling in different directions so what’s the easiest thing to do? Just sack the manager, and it’s sad. I feel sorry for Liam. He’s been thrown to the wolves.”
Rosenior managed just 11 wins in 23 matches across all competitions and Tuesday's 3-0 defeat at Brighton was Chelsea's fifth consecutive league defeat without scoring, the club's worst scoreless run since 1912.
Alonso is just one of many names linked to the job but he, like many, may feel that they won’t be given the time to turn the team around.