Cole was part of Arsenal’s famous invincibles team in the 2003-04 campaign but opted to leave Highbury and move to Stamford Bridge in 2006.
His controversial switch to the west London club angered Arsenal fans as Cole went on to win nine trophies with Chelsea to add to the seven he won with the Gunners.
However, the former England international insists that he still looks back at the way things unfolded for him with a smile on his face.
Asked by if he ever laughed about Arsenal’s struggles since he left them, Cole told ITV’s Play To The Whistle: “If I’m honest yeah, I still think [about it] to this day.
“I laugh to myself. I think you have to.
“I had a lot of history there, then of course the way I left was maybe a bit dodgy.
“But the lack of respect they showed me as well, so…”
Arsenal have endured something of a barren spell since Cole left the club in 2006, with the Gunners having only won the FA Cup in 2014 and 2015.
The north London side will be hoping to win the trophy again this season after reaching the semi-finals.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news