The former England defender signed a two year contract with the Serie A outfit earlier this summer after leaving Chelsea at the end of last season.
And the 33-year-old admits the prospect of playing for the Romans and experiencing a different culture and league is something which always appealed to him.
Cole retired from international duty earlier this year
"As soon as I had this opportunity, I was glad to get out of London, to face a new language and a new culture," said Cole, who won 107 caps for the Three Lions before retiring from international football earlier this summer.
"I know it's a special atmosphere [at Roma], I immediately realised the passion of the people and their love of this club.
"But this is also the reason why I am here, to experience these emotions, enjoy the city and this adventure."
The 1990s saw a number of English players move to Italy, with Paul Gascoigne, David Platt, Paul Ince and Des Walker all playing in Serie A.
In recent years, that flow of players has stopped with only David Beckham’s loan spell at AC Milan and former Three Lions striker Jay Bothroyd’s spell with Perugia to note.
But Cole hopes he can act as something of an inspiration for English players who might want to experience playing abroad.
"Perhaps British players are a little afraid to move abroad," added Cole.
“I am here to experience these emotions, enjoy the city and this adventure.”
Ashley Cole
"They are accustomed to British culture and for them it is convenient to stay at home.
"I decided to come here in order to continue to play in the Champions League with a great and ambitious club.
"I realised how much the club wanted me and that they considered me useful to their project and I jumped at the opportunity.
"I arrive at an ambitious club and hope to win here."
And after collecting Premier League, FA Cup, Europa League and Champions League honours in his eight years at Stamford Bridge following a move from Arsenal, Cole has no intentions of slowing down on the title front.
Roma finished in second spot in Italy last season and are in the Champions League again this term, so Cole is expecting to be involved in the hunt for medals again.
"I am not afraid of the pressure to win because I spent 14 years in England always fighting for a starting spot and that's what I want to continue doing," admitted Cole.
"This is a great challenge and I am ready. I am also ready to fight for a place in the team and to try to win."
