The former England international is pleased with his stint in League One.
The former England international and two-time Premier League winner was not getting any football at Villa Park so decided to switch things up and head to the Ricoh Arena on a 35-day loan deal.
Coventry, who of course have Premier League heritage, are currently in League One and a player the calibre of Cole moving down to the third-tier of English football certainly caught the eye.
He has gone on to play three times for the club and has scored once, with a delightful free-kick.
He told Sky Sports this week:
"Primarily I'm there to win football matches and play.
"I'm looking forward to the game at the weekend. From a selfish Coventry point of view, you look at Burton losing their manager and Walsall, that can only be good for us. We've just got to concentrate on keeping winning games.
"When you get to the end of January, early February, and you start thinking 'Yeah we could get promoted here' or 'We could win the league'.
"For me it's about playing football and enjoying myself, and learning as well. I'm learning from the gaffer and how he does things. I like competing on a Saturday and I haven't been doing that a lot in the last few years. I don't see it as a job, I see it as a pleasure to play."
Cole then is clearly enjoying being competitive once again, something that was long gone at Aston Villa.
He played just once for the club this season, in the League Cup tie v Notts County, and featured only 15 times last season.
He is currently with Coventry until January and would likely be hoping to extend that deal until the end of the season come next month.
Villa clearly have no current use for the player, so extending his loan would seem to be the best solution for all parties involved.