Cole was given the number three shirt at Chelsea, and made his first appearance for the club as a substitute for Wayne Bridge in their 2-1 win over Charlton Athletic on 9 September.
On 31 January 2007, Cole suffered a serious knee injury in the 3-0 victory over Blackburn Rovers in a Premier League game at Stamford Bridge, although after a scan it was revealed to be not as bad as first thought, with Chelsea optimistic that he would return before the end of the 2006-07 season. Cole did indeed make a return at the end of the season, playing in the last twelve minutes of the 2007 FA Cup Final at the new Wembley Stadium against Manchester United. Chelsea emerged victorious 1-0 after extra-time with a goal scored by Didier Drogba, to win the FA Cup.
During the 2007-08 season he was dropped in favour of Wayne Bridge for the 2008 League Cup Final, which Chelsea lost 2-1 to Tottenham Hotspur. However, Cole scored his first Chelsea goal in Chelsea's very next game, on 1 March 2008, the fourth goal in a 4-0 away victory against West Ham United. In Chelsea's final league match of the 2008-09 season against Sunderland at the Stadium of Light, Cole scored his second Chelsea goal in the Blues' 3-2 win, before picking up his fifth FA Cup winners' medal in the final against Everton. Cole was voted Player's Player of the Year at the end of the season, and on 2 September 2009 Cole signed a new four-year contract, tying him to Chelsea until 2013.
The following season, after starting Chelsea's first six games in the league, Cole scored his third, fourth and fifth Chelsea goals at home to Burnley, Tottenham and Sunderland respectively. On 10 February 2010, he suffered a fractured left ankle in the 2-1 defeat against Everton that kept him out of action for three months. He eventually made his return against Stoke City, a game which Chelsea won 7-0. Cole also scored a goal against Wigan Athletic on the final day of the Premier League season in an 8-0 win that clinched the Premier League title, Cole's first at the club. Cole went on to appear in the 2010 FA Cup Final, the victory against Portsmouth earning Cole a record sixth winners' medal - his third at Chelsea. The victory also completed the League & FA Cup Double for Chelsea, for the first time in the club's history. Cole had also been part of a double-winning side at Arsenal in 2002, and he became the first player, along with teammate Nicolas Anelka, to win the double with two different clubs.
Cole was again one Chelsea's most consistent performers during the 2010-11 season, starting every Premier League game as Chelsea finished second in the league in what was a relatively disappointing season following the success of 2009-10. His continued importance to the side was demonstrated at the end of the season when he was voted Player's Player of the Season by his peers, the second time he had received the honour.
Near ever-present once more during the 2011-12 season, Cole largely performed to his usual high standards, particularly in the latter part of the campaign, as Chelsea won the FA Cup (Cole winning the competition of a record seventh time) and the UEFA Champions League. In the latter competition the England international put in several excellent performances, including goal-line clearances against Napoli and Barcelona, to help Chelsea reach the final of the competition for the second time. In the final itself he was one of Chelsea's outstanding performers. With the match finishing 1-1 after extra time, he scored a penalty in the shoot-out as he had done in Moscow four years earlier but this time he was on the winning side as Chelsea won the competition for the first time.
On 31 January 2007, Cole suffered a serious knee injury in the 3-0 victory over Blackburn Rovers in a Premier League game at Stamford Bridge, although after a scan it was revealed to be not as bad as first thought, with Chelsea optimistic that he would return before the end of the 2006-07 season. Cole did indeed make a return at the end of the season, playing in the last twelve minutes of the 2007 FA Cup Final at the new Wembley Stadium against Manchester United. Chelsea emerged victorious 1-0 after extra-time with a goal scored by Didier Drogba, to win the FA Cup.
During the 2007-08 season he was dropped in favour of Wayne Bridge for the 2008 League Cup Final, which Chelsea lost 2-1 to Tottenham Hotspur. However, Cole scored his first Chelsea goal in Chelsea's very next game, on 1 March 2008, the fourth goal in a 4-0 away victory against West Ham United. In Chelsea's final league match of the 2008-09 season against Sunderland at the Stadium of Light, Cole scored his second Chelsea goal in the Blues' 3-2 win, before picking up his fifth FA Cup winners' medal in the final against Everton. Cole was voted Player's Player of the Year at the end of the season, and on 2 September 2009 Cole signed a new four-year contract, tying him to Chelsea until 2013.
The following season, after starting Chelsea's first six games in the league, Cole scored his third, fourth and fifth Chelsea goals at home to Burnley, Tottenham and Sunderland respectively. On 10 February 2010, he suffered a fractured left ankle in the 2-1 defeat against Everton that kept him out of action for three months. He eventually made his return against Stoke City, a game which Chelsea won 7-0. Cole also scored a goal against Wigan Athletic on the final day of the Premier League season in an 8-0 win that clinched the Premier League title, Cole's first at the club. Cole went on to appear in the 2010 FA Cup Final, the victory against Portsmouth earning Cole a record sixth winners' medal - his third at Chelsea. The victory also completed the League & FA Cup Double for Chelsea, for the first time in the club's history. Cole had also been part of a double-winning side at Arsenal in 2002, and he became the first player, along with teammate Nicolas Anelka, to win the double with two different clubs.
Cole was again one Chelsea's most consistent performers during the 2010-11 season, starting every Premier League game as Chelsea finished second in the league in what was a relatively disappointing season following the success of 2009-10. His continued importance to the side was demonstrated at the end of the season when he was voted Player's Player of the Season by his peers, the second time he had received the honour.
Near ever-present once more during the 2011-12 season, Cole largely performed to his usual high standards, particularly in the latter part of the campaign, as Chelsea won the FA Cup (Cole winning the competition of a record seventh time) and the UEFA Champions League. In the latter competition the England international put in several excellent performances, including goal-line clearances against Napoli and Barcelona, to help Chelsea reach the final of the competition for the second time. In the final itself he was one of Chelsea's outstanding performers. With the match finishing 1-1 after extra time, he scored a penalty in the shoot-out as he had done in Moscow four years earlier but this time he was on the winning side as Chelsea won the competition for the first time.