Ronaldo is the most highly rated player in the English game and has been bestowed with awards for his scintillating form this season.
The 23-year-old's 31 league goals were instrumental in United's Premier League title success, and he was named both the Football Writers' Association footballer of the year and PFA player of the year for two years in a row.
But the Portugal winger has been accused of sometimes failing to sparkle on the big stage and many believed he was outshone by Messi over both legs of the Champions League semis.
Chelsea finished two points behind Sir Alex Ferguson's men in the league but Cole's team-mate Florent Malouda believes losing out to United for the title will have little bearing on Wednesday night's result.
"We have the players to overcome the Premier League disappointment. We have the potential to win, we are optimistic for the final," said the Frenchman.
"What makes the difference is to concentrate, to give the best we can for this match.
"I think they [United] deserved to be in the final, they deserved to win the Premier League but for this match we have more things to say."
Meanwhile, Chelsea striker Salomon Kalou has urged Didier Drogba to stay at Stamford Bridge.
The Ivory Coast international has been linked with a summer move to AC Milan, but compatriot Kalou said: "I enjoy playing alongside him and I have learned a lot with Didier.
"We will support him whatever his decision is. We don't really talk about contract things but I would love him to stay. He will make the decision but I hope he will stay with us.
"He is one of the best strikers in the world. There is Cristiano Ronaldo and Fernando Torres but he has shown he is one of the best in the last couple of years."
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