However, despite an early withdrawal after boss Sam Allardyce looked to rectify his ailing side's performance, the fan favourite has denied that he is any way looking to exit Upton Park.
Following a comprehensive 3-0 defeat at the hands of London rivals Chelsea, Cole admitted that he was as frustrated as anyone - but remained upbeat about his future with the Hammers.
"I was as frustrated as anyone after Saturday's game with Chelsea but my only focus at the moment is on getting my head down, working hard and helping the team out of the difficult run we're going through at the moment,"
In recent seasons, Cole, 32, had struggled with a run of injuries which had interrupted his ability to feature regularly at club level. The former Chelsea man admitted though, that he is loving life after returning to boyhood club.
"I'm really enjoying being back at West Ham as it's a club that means so much to me," Cole said.
"I'm happy at the club and the only way I'll be leaving is if they tell me they don't want me anymore."
After a slow start to the season, West Ham's next three fixtures see them take on fellow relegation battlers Sunderland, Crystal Palace and Fulham.
Cole acknowledges that the squad are still ambitious about their hopes for the season, and are all working hard to reshape the club's fortunes, as manager Sam Allardyce comes under increasing levels of criticism.
"As a squad we've still got a lot to play for this season and I'm determined to play my part in making sure we achieve the goals we set ourselves."
West Ham United host Martin Jol's Fulham outfit this Saturday, as both sides look to move clear of the embryonic relegation scrap.
image: © mattythewhite