Speaking to journalists in Rome on Tuesday, the former Chelsea and England player said that racism is “for higher people in football to deal with”, rather than something than can be overcome by individual players.
“Of course it’s a serious matter, but until something is done a little bit higher then it’s never going to change,” Cole said.
The British footballer arrived in the Italian capital earlier this month to join AS Roma, which came second in Italy’s Serie A league last season.
Cole said he had high hopes for his time with the squad: “It’s an ambitious club, and hopefully we can do something special next season and win the league.”
The 33-year-old told journalists he “jumped at the chance” to move after the “love” shown by staff at the club.
Cole also said he was keen to get to grips with life in Italy. “I’ve never been out of London, there’s a big opportunity for me to try another language, a different culture and a different way of living,” he said, speaking through a translator.
Transfers from the English Premier League to Serie A are rare, a point Cole put down to players being “scared” to leave home.
“I think English players are probably scared to come abroad, they’re in a comfort zone,” he said.
Cole, however, was an exception to the rule: “As soon as I knew I had the chance to come abroad and come to Italy, and come to this great club, it was something I wanted to do.”
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The former England player was released from Chelsea in May, ending an eight-year career with the club. Including his earlier time at Arsenal, Cole made a total of 385 appearances in the Premier League.