Cole was drafted by the Winnipeg Jets in the 6th round, 123rd overall in the 1985 NHL Entry Draft. He then went to Michigan State University where he played for 4 years, scoring 62 points in 47 games his senior year there. Cole then reported to the Moncton Hawks of the AHL for the 1989–1990 season, playing in 80 games. That year he also made his NHL debut with the Jets, scoring 2 points in 2 games. The next year he earned a full-time spot with the Jets and played there for another 2 years.