"With most English lads, and you see it with this group, we are like 11 bulldogs, who always work for each other and die on the pitch for each other. So far it has worked," Cole said in an interview with BBC Five Live.
The 31-year-old defender will play his 98th game for the Three Lions against the Azzurri on Sunday and if England manage to reach the finals, Cole could earn his 100th cap.
"It is something when you are growing up, you want to win caps and play as many games as you can for your country."
"I have been lucky enough to play 97 times and, you never know, but hopefully get to 100 in the final, which would be amazing. It is what little kids' dreams are made of," the Chelsea defender said.
Cole believes England have improved under newly appointed manager Roy Hodgson who has been able to get the most out of his players in a short period of time.
"We are the same all over the world. You have different cultures and being at Chelsea, we have different people, who are different in the way they prepare for games and how they are," Cole said.
Cole praised England and Chelsea team-mate John Terry, who has managed to put both on and off-field controversies behind him to produce a solid performance for club and country.
"Whatever has gone on in his life, he has put to the back of his mind and done his job in a great professional way.
He is someone who would put his body on the line for any team and any player he plays with. He is a joy to play with," Cole said.