The date was August 31, 2011, and Cole was in the middle of a transfer tug of war – on his way to France, while Aston Villa were trying to persuade him to head back to the West Midlands.
Liverpool had agreed to let him go out on loan, after a difficult first season at Anfield. His destination would be Lille, the reigning French champions, who boasted Eden Hazard and Dimitri Payet among their ranks.
"Deadline day is stressful, especially going to a new country," Cole says. "I was literally on the way to Lille, and Aston Villa were on the phone trying to get me back.
"It can be a bit crazy, because you're probably on a list of four or five players, and when a club misses out on target one, they go to target two. That's why these things happen, because people need players in certain positions.
"I ended up playing for Villa years later, but I was really happy I went to Lille in the end. I went with my gut feeling, I went to Lille and I had a great time.
"I thoroughly enjoyed it. I went there, signed the deal, came back to England, packed my bags and two days later I was there, in a hotel in France, by myself…"
COLUMNIST Marvin Sordell: What it's like to be a deadline day signing in January – when it all goes wrong
French fancy
Cole thrived on the other side of the Channel, netting nine goals during his season-long loan, including a hat-trick in the Coupe de France.
Rudi Garcia was the Lille boss who helped him settle in, and Cole hopes he can have a similar influence on players if he becomes a manager himself in the future. The 37-year-old recently began his coaching career, having taken up an academy job at Chelsea, and has spoken of his interest in becoming a manager one day.
"It's like going to a new school when you transfer clubs," Cole says. "All eyes are on you and it can be stressful, especially with family and things like that to move.
"It's one thing I'll take into my new career. If you're a manager of a club, you want to make that transition as smooth as possible for your players and their families. That's massively important."
Cole has been reunited with his former England team-mate Michael Owen – the pair went head-to-head at table football as they filmed an advert for Huawei, making a different type of transfer on this particular deadline day, to new smartphones.
"It was nice to meet up with Michael and film," Cole smiles. "We were talking about transfers and switching phones – it was a bit of a play on transfers in football. It was fun."
