The 32-year-old, who rarely gives interviews to the media, has claimed that he has expanded his music collection from just hip-hop, but insists that he will never grace a dancefloor in England.
"Normally I give my iPod to Joleon, he knows when all the new songs are coming out," Cole told the Green Soccer Journal. "I enjoy hip-hop but I'm kinda getting into any music now.
"A few players put their music in the changing room, so you have to adapt to whatever is on. I don't dance! Only when I'm on holiday. I certainly wouldn't dance in England."
Cole is preparing to embark on a pre-season schedule with manager Jose Mourinho ahead of the 2013-14 Premier League campaign in August.