 Cole's performances did not go unnoticed and he subsequently signed for Essex neighbours Southend United in July 2005 for an undisclosed fee.He made his Southend debut in the club's opening game of the 2005–06 season, starting in a 2–1 defeat against Port Vale at Roots Hall.He continued to impress under manager Steve Tilson and featured in 31 games for the club in the same season.