That season Cole and Yorke were untouchable, the hottest partnership in English football and were revered across Europe.
In all, Cole scored 93 times for the Red Devils, and went on to record 289 career goals.
But for all the success domestically he failed to take that form on to the international stage with Cole making only 15 appearances for England, scoring just once.
Cole talks to BBC Sport and looks back at the highs and lows of his 19-year career that started at Arsenal and ended at his home-town club Nottingham Forest.
"It is hard to pick out one but I'd have to say that winning the treble at Manchester United...I don't think anything is going to top that. It was a special season."
"I've scored so many and a lot have been special so it would be difficult to say one.
"But maybe the goal that won us the championship (against Tottenham in 1999 on the last day of the season) in the treble-winning season would be up there."
"Sir Alex Ferguson. He was the only manager who could always get the best out of me.
"I would like to believe that if I go into coaching I will learn something from him."
"I loved the Manchester United supporters, they were great to me and I also played at St James' Park and they were incredible…I couldn't choose between them."
BEST PLAYING PARTNER
"It would be hard to choose between Dwight Yorke and Peter Beardsley. They were different players but brilliant in their own way."
"There were so many I couldn't pick one, but Eric Cantona would be up there.
"I never feared any opponent but played against some great players like Paolo Maldini and Des Walker in his heyday."
"I left Manchester United too early. I was only 30 and could have played on there and that is the only one that wrangles with me."
PLAYING FOR ENGLAND
"I played 15 times so I don't see that as a regret. It didn't work out, but lots of people play a lot for their country but never win a thing domestically. I've done just that and I have no axe to grind."
HANGING UP THE BOOTS
"It was an easy decision to make. I had made my mind up in September to retire from football.
"I went to Nottingham Forest to play as many games as possible and that wasn't happening. I knew I couldn't play all of them but I was only a bit-part player and after everything I have achieved in the game I wasn't going to do that for anybody."
"I still love the game, I haven't fallen out of love with it and that is why at some stage I want to return to it. I am doing my coaching badges and my intention is to put in what I've taken out.
"I'm enjoying a bit of break at the moment and having some time on my hands, but I can only do nothing for so long."
Andrew Cole will be a guest on Saturday's Football Focus,1210 GMT on BBC One.
This page is best viewed in an up-to-date web browser with style sheets (CSS) enabled. While you will be able to view the content of this page in your current browser, you will not be able to get the full visual experience. Please consider upgrading your browser software or enabling style sheets (CSS) if you are able to do so.