Cole insisted today, though, they would have to raise their game against Fenerbahce or playing in the last four would not be an issue.
The midfielder said: "On Wednesday we need a better performance from everyone throughout the team than we had against Middlesbrough. We want to play better.
"If we are to win the Champions League we need a bit of luck, but we have to play well first and foremost.
"We can't underestimate Fenerbahce and think about facing Arsenal or Liverpool in the semi-final. They beat Sevilla at home, who are one of the top sides in Spain. They're a great side at home. They are a real force and can score goals. The atmosphere will be intimidating too but these are the games you want to play in."
Grant has accused the Premier League of handing Arsenal and United an unfair advantage in the title race following their decision to move the club's match at Everton forward by 48 hours.
The Premier League agreed to Sky TV's request to broadcast the game on Thursday 17 April, meaning Chelsea's players will have little chance to prepare properly as they are playing Derby three days earlier in a match to be shown live by Setanta.
Arsenal and United will have no such problems that week as they have a six-day break between their fixtures.
Chelsea are furious and Grant said: "I don't understand why we need to play on a Thursday.
"When we come to the end of the season we need an equal situation for all teams and now they [United and Arsenal] have an advantage on us. It's unfair what's happening."
