The actor played John Shelby in the show, brother of Tommy Shelby played by Cillian Murphy. He held the role for three seasons before leaving in 2017.
Speaking to Radio Times about leaving the show, Cole said he had no regrets.
“In society we’re told to play by the rules and live your life in a certain way,” he began.
“For me, it was a no-brainer. I was missing out on some stuff, and I felt like I had exhausted this character.
“People used to come up to me and go, ‘You’re that bloke from Peaky Blinders,’ but I’m thinking, ‘My best work is in other stuff.’ There’s more to me than this.”
Since leaving the show, Cole has gone on to star in Gangs of London and new ITV spy drama series, The Ipcress File.
Murphy said he thinks the show’s latest season will be a “tribute” to her.
He told Variety: “I think the whole series is really in tribute to her and to honour her. Her presence and her character’s presence are very much still felt in the series, and it is very much part of Tommy’s journey in the season.
“It’ll be different without her, you know. It simply won’t be the same. I’ve spoken about how phenomenal she was as an actress and as a person and it is an enormous loss to the whole acting community and not just for our show.
“My thoughts are always with Damian [Lewis, her husband] and her kids. I just hope that the show will live up to her memory and our memory of her.”
Meanwhile, Peaky Blinders director Anthony Byrne revealed to NME that Radiohead’s Thom Yorke and Jonny Greenwood have contributed some new and original music to the upcoming sixth and final season of the show.
Alongside Nick Cave & The Bad Seeds‘ theme tune of ‘Red Right Hand’, the show has famously featured music by the likes of Arctic Monkeys, David Bowie, PJ Harvey, Iggy Pop, Royal Blood, Laura Marling, IDLES, Savages and Foals – as well as an original score by Anna Calvi on the last season.
With Radiohead’s music having previously featured in key scenes, it has now been revealed that bandmates Yorke and Greenwood have penned new pieces for the upcoming series.
“Thom Yorke and Johnny Greenwood contributed some original stuff,” director Anthony Bryne said. “I’m over the moon about all of that. The music has always been really important historically, and I was really keen to bring a dramatic score into it. We’re using that much more in this season. It’s a much heavier season so the score is taking things in a very different direction.
“It’s always about Tommy and his headspace. That’s what I keep going back to.”