There is of course a rich history of Lions players coming from Welford Road - the likes of Martin Johnson, Neil Back and Martin Corry spring to mind.
And the 26-year-old admits he is set on continuing the tradition at Tigers as they look to keep themselves in the hunt for more European success with a win against Ulster.
"There is a European legacy at this club, won the hard way by the Johnsons, the Backs and the like and it is down to us to uphold that," Cole told the Telegraph.
"You know how much the Heineken Cup means to our fans. You are aware of that attachment. You see it in the way people travel to away games, the noise they generate.
"You understand the history of the competition. You sense the whole intensity of the experience. It is going to be one of those great European nights."