The former Newcastle United striker has more faith than most when it comes to the former England manager.
Indeed, the former Newcastle striker worked under McClaren after moving to Manchester United, where the 54-year-old was assistant manager for a number of years at Old Trafford.
And, despite predicting a 'long, tough season' for the Magpies, Cole is adamant the coach will succeed on Tyneside.
Cole told Yahoo Sport: "Having worked closely with him, I have faith that McClaren will turn it around. Steve arrived mid-season at Old Trafford in 1998-99 with the task of replacing the very popular assistant manager Brian Kidd. Steve’s style was different, but he quickly won over sceptical players.
"Steve will set his teams up with a system which will work but while I have faith in his talents, I fear that Newcastle are in for a long, tough season."
One statistic that will keep Newcastle fans on edge is the fact McClaren has won just two of his last 18 league games, including his last few fixtures at Derby County. Winning is a habit and it needs to be kept alive.
That said, Cole's confidence comes from having worked with the man himself. That doesn't make him right but it's interesting he feels McClaren is good at winning over players that are sceptical of him.
According to the Daily Mail, Papiss Cisse may well be one of those players. Will the Newcastle boss be able to get him firing once more?