Cole moved to Tyneside in January 1993 from Bristol City and within his first six months, the club were promoted to the top-flight.
He remained at Newcastle for two years, netting a magnificent 68 goals in just 84 appearances - 41 of which came in United's debut Premier League season where they finished 3rd.
Even Cole himself admitted his 'dream' move to Old Trafford came as a shock as he was happy playing under Kevin Keegan.
He said: "It was a strange one as I played for Newcastle on the Sunday in the cup against Blackburn and Kevin (Keegan) didn’t mention anything.
"I sat down to watch Sheffield United play Manchester United on the Monday evening and I got a call saying: ‘Right the deal is done for you, you’re going to Manchester United.’
"I couldn’t leave Newcastle to go anywhere else, I always wanted to go Man United but I never thought it would happen.
"I never thought it’d materialise but when it did, I was shocked but I was delighted at the opportunity."
His move to the Red Devils brought much anger from Newcastle supporters, despite the £7million being a huge deal for the club.
"Some of them (Newcastle fans) were disappointed in the way I left but I always try to explain, it was totally out of my hands," Cole added.
"The manager makes a decision to sell, well you think: ‘He doesn’t want me anymore’ so naturally you move on.
"Me going there and doing as well as I did, I know now how much they appreciate me.
"To know: ‘Yeah, we do love you here. Fair enough you left to go to Manchester United but what you did for the football club is fantastic’."