The England full-back, 27, was part of the Arsenal side beaten by Barcelona two seasons ago. That bitter disappointment turned out to be Cole's final game for the Gunners as he headed to Stamford Bridge the following August after one of the most protracted transfers in Premier League history.

"I don't want to be in the same situation as last time and lose. No-one remembers the losers. I want to go there, get my hands on the trophy and pick up a winners medal this time," said Cole, whose European dreams ended when Barcelona hit back through Samuel Eto'o and Juliano Belletti, now at Chelsea, after Arsenal had goalkeeper Jens Lehmann sent off before taking the lead through Sol Campbell.

Cole recalled: "Before the game, nobody expected us to win. We had so many young players, we had a man sent off, went 1-0 up, should have been 2-0 up but then Juliano Belletti comes along and scores - which I hear about all the time.

"Because we lost, I try not to think about it too much - but now I have got the chance to wipe all that out by getting a winner's medal this year."

Chelsea go into their first European Cup final having lost out on the Barclays Premier League title to United on the very last day of the season.

Even though Sir Alex Ferguson's men may feel they now have the psychological advantage, Cole maintains that disappointment will count for little when the sides face off again in the Luzhniki Stadium.

"Everyone was really disappointed about losing the title, but no-one is going to dwell on it," said Cole, who was part of the team which beat United at Stamford Bridge only three weeks ago to ensure the title race would go down to the wire.

"Of course United are going to be confident after winning the league, but we will go there looking to get one back on them."