If he did leave, it would mirror the situation Cole found himself in following the arrival of Ruud van Nistelrooy in 2001, when he found himself shunted down the pecking order.
At 30, he did not want to hang around as a back-up player and ended up joining Blackburn but looking back, it is a decision Cole now regrets.
Andy Cole: "I can understand how Wayne might feel.
"Looking back on what happened to me, if I hadn't been so headstrong and stubborn I could have stayed at United.
"I wasn't playing regularly and I wasn't the happy man so I made my mind up. In hindsight I should have stayed.
"I had just signed a new contract and had a fantastic relationship with the manager. We talked about it numerous times before he finally said he would let me go.
"You make decisions for a reason and that was simply because I wanted to play. But it was the wrong thing to do.
"One game cannot determine your career at a football club.
"The manager leaves big players out of big matches. It has happened down the years. I was one of them.
"Wayne has got bags of ability and I don't think this is going to make any difference to how the manager sees him.
"He still has a massive future at Manchester United.
"Robin van Persie has come in and done extremely well but Wayne will play numerous amounts of games for United and score lots of goals.
"I cannot see it being a problem."