The Blues came cruelly close to claiming a Treble last term but ended up trophyless as Manchester United won the Premier League and Champions League, while Tottenham Hotspur defeated Avram Grant’s men in the Carling Cup final.
It was the first time Chelsea finished a season without silverware since Roman Abravovich took control of the club in 2003, and the Russian billionaire responded by promptly axeing Grant and several of his coaching staff.
Cole has been through some tough times in his football career. The 26-year-old’s final term at West Ham United ended in demotion, but he insisted the bitterness of defeat in Moscow was just as hard to swallow.
He said in News of the World: ?It?s the worst end to a season in my career. I can?t think of a lower thing in football.
?I?ve suffered relegation before but losing to your closest rivals on penalties when you virtually had the cup in your hands is certainly on a par.?
But Chelsea are ready bounce back, with new manager Luiz Felipe Scolari declaring his intention to lead the west London outfit to trophies in style.
And Cole believes a good start to the campaign will be vital as the Pensioners attempt to recapture their winning ways.
?We need to win our first game and just keep going and going,” he added. ?We?ve had terrible starts to the league in the past two years.
?This year we need to start well. The only thing is winning. That?s it.?
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