He's revealed he was close to joining United when he was a youngster.
"Him [Ferguson] and Harry [Redknapp] used to be ringing my mum and dad. He rang my mum's house and it was like, 'It's Alex Ferguson.' She thought it was a wind-up," Cole told Jamie Carragher in the Greatest Game podcast.
"When she finally clocked it was him, she dropped the phone. It was Alex Ferguson ringing you up. So we went up there, I had a trial and they were great. We did all the usual things, got the shirt, had a look around and everything.
"Then he invited us to the Cup final on the team bus and things like that - but at that time, I'd made my mind up that I wanted to go to West Ham because my pals were there and we were a good side. We went on to win the Youth Cup.
"So I politely declined because I didn't want to take something for nothing, effectively. That would have been a good experience as a kid as you can imagine, but that's why he's the best. He was thinking about four or five steps ahead. It was amazing."
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