The England defender has been involved in several confrontations with Ronaldo in recent years, as he proved to be a tough opponent to the Portuguese wizard.
"I've won some and lost some against Ronaldo, we always have good battles and it always seems to be a rough game," he told Chelsea TV.
"If I get the chance I'll do my best to stop him again. You can say we know them but they'll say they know us, so I think it's on an even keel. We know how they play, we know their players and how to stop them."
Chelsea lost the Premiership title to United ten days a ago, but Cole is hoping to leave Moscow with the European trophy.
"I think to be honest as players we just want to win the game. I understand the fans want to see a good spectacle, but we just want to win and if we come back with that trophy it won't matter, but I can't see it being a boring game, not this one."