The Hammers striker is weighing up his options as his contract nears its end.
Cole, 31, is out of contract with the Hammers in the summer and is still to be offered a new deal, having made just five starts in 20 total appearances this term.
The ex-England international missed out on the chance to join West Bromwich Albion in the January transfer window, when West Ham’s move for Tottenham Hotspur’s Emmanuel Adebayor fell through at the last minute, and he has since seen just 189 minutes of action.
Despite his recent lack of action, the former Chelsea product would still be keen on extending his spell at Upton Park but is keeping open minded about his next move.
"I love the place, I love the fans, I love everything about West Ham,” he said. "But I know all good things do come to an end sometimes and you have got to just crack on.
“I'm trying my best to put myself in the best position to have a new contract, if not at West Ham then somewhere else."
That “somewhere else” could well be MLS, with Cole adding that both China and America are two options he is considering should he find himself searching for a new club come the summer.
"I'm quite open, I am an adventurous guy," he added. "I wouldn't mind a bit of China or even the MLS, you never know. I'm really open and I just want to see what offers are on the table and take it from there."
Cole has made 287 total appearances for West Ham since arriving from Chelsea in the summer of 2006, recording 67 goals and 33 assists in the process, while earning seven England caps between 2009 and 2010.
He could still perhaps offer a Premier League club something in a squad role but the lure of the States, China or another foreign locale, where he would enjoy a bigger profile, might well pose a tempting proposition.