After that season, Cota left the CBA and began what would become a very successful basketball career in Europe. He signed with the Belgian pro team Telindus BC Oostende for the 2001-2002 season. They went on to win the 2001-2002 Belgian National Championship. Cota joined Žalgiris Kaunas, a Lithuanian team, for the 2002-2003 and 2003-2004 seasons, during which he consecutively led the Euroleague in assists. Cota's team won the Lithuanian National Championship both season. Cota also played in the 2004 Lithuanian All-Star Game.