"We finished seventh in the Premiership two years ago and then certain things happened that were out of his control last season. But we'll be back, sorry, they'll be back."
Cole spent eight years at West Ham and his passionate play made him a natural choice to captain the side last season when no other player tried harder to stave off relegation.
At the same time, however, the midfielder was becoming increasingly aware that his longterm future lay elsewhere. Cole's contract had only a year to run and he gave no indication he was ready to sign a new one.
Faced with the loss of their prized asset for a nominal fee next summer, the West Ham board accepted Chelsea's offer. For Cole, the lure of Champions League football and furthering his England ambitions proved overwhelming.
He said: "It was a hard decision. If I could, I would speak to every West Ham fan and try to explain to them that I couldn't turn this down. As a footballer, this is a chance to achieve my dreams. It was a wrench leaving. I told the club I felt it was time for me to move on, they obviously didn't want to sell me."
But the board, led by chairman Terry Brown, have received a less sympathetic hearing from a section of West Ham fans.
Supporters of the "Brown Out" campaign plan to boycott tonight's game and will stage a protest outside the ground calling for Brown to resign, blaming him for "the total and utter mismanagement of the club".
West Ham v Rushden & D, Upton Park, tonight, 7.45pm