He returned to the club under Allardyce but was rarely used and suffered with injuries before being released to join Aston Villa.
While Cole is set for a move across the Pacific, Allardyce has a job on his hands keeping Sunderland in the Premier League to maintain the statistic that he has never had a relegation on his CV.
The Irons have officially enjoyed their best ever season in the Premier League era and have a positive goal difference for the first time since 1986.
'If it would have been Bilic it might have been different'
And in an interview with Sky Sports, Cole said he wished he could have played under Bilic instead of Big Sam.
"I found it tough to be honest because the injuries were tough, I never got going," Cole told Sky Sports' Fantasy Football Club.
"I think Big Sam is a top manager but I wanted to go back to London, I wanted to be around my family and friends and I wanted to go and play for West Ham but just the style of play wasn't quite suited to how I would want to play, it was a bit fragmented.
"There were good moments, and I don't regret it but maybe if it would have been Bilic it might have been different."
Criticism echoes fans' feelings
Cole's criticism of Allardyce's style is indicative of why Hammers fans became so frustrated with their former manager.
While most Hammers fans acknowledge the former Bolton Wanderers boss did a good job for their club, it wasn't always pretty.
By the end of his four-year tenure last season the Upton Park faithful had grown tired of the Dudley-born manager's pragmatic style, especially when it stopped getting results as West Ham dropped from third on New Year's Day to 12th by the campaign's end.