The 29-year-old was on target as the Hammers picked up a 3-1 home win over the west Londoners earlier in the season and, after spending five years at Stamford Bridge, he is looking to do it again on Sunday.
Cole says his team-mates should take inspiration from victory at the Boleyn in December when he netted the equaliser just after the hour mark before Sam Allardyce's side scored twice late on to net the points.
He told the club's website: "When we played them at home it was a fantastic win, a fantastic day. The boys all pulled in the same direction and the second half was unreal.
"Hopefully we'll have the same opportunity to do that again and it would be a good thing to have on your CV to do the double over Chelsea.
"You don't fear the opposition, but you have to respect them. We want to get something out of the game - I haven't actually ever gone there and won in my career.
"That's not a good record, but then again I hadn't beaten them anywhere until this season so hopefully we can do it again. Never say never."