The midfielder also says there is a good atmosphere at the club after a busy summer.
The former Spurs boss has developed a reputation in the game for being one the more tactically astute managers in the Premier League, with his time at Tottenham earning him the nickname of Tactics Tim.
That focus on a clearly defined system has clearly worked, though, with his short spell at White Hart Lane being deemed a success and Sherwood currently doing well with Villa after leading them away from relegation danger last year.
And Cole says his boss is great on the training pitch, revealing that they do a lot of work on how best to tackle upcoming opponents.
“He’s great on the training pitch,” he told Fletch and Sav.
“We do a lot of tactical work and he’s got good guys around him like Ray [Wilkins] who I know from Chelsea. He’s had a good start.”
Good atmosphere at Villa
The midfielder has also revealed that there is a 'good atmosphere' at the club after a busy summer.
Villa lost key duo Christian Benteke and Fabian Delph to Liverpool and Manchester City respectively, which was a big blow given how important they have been to the side over the last few seasons.
Sherwood has been busy bringing in player,s though, with a number of new faces having arrived at the club as he shapes the squad in his image. Several have arrived from France, and Cole says that while the new boys will inevitably take time to settle, there is a positive vibe around Villa Park.
“There’s a good atmosphere,” he added.
“We’ve had a decent start, four points, it’s been steady. There’s been a big turnaround of players, we’ve spent a lot of money with a lot of French players coming, so they’re going to take time to adjust.”