The Spaniard has been asked to fill in on the opposite side of the field to the one he is accustomed to operating on.
Naturally a right-back, Azpilicueta has had to learn quickly about life on a different flank.
He claims to have settled into a new role, with two appearances made against Schalke and West Bromwich Albion.
Azpilicueta is now hoping to remain in Jose Mourinho's plans for the foreseeable future, leaving Cole frustrated on the bench.
He said in the Daily Star: "Every time I have more minutes, I feel better.
"Provided I can play and be useful to the team, I'd be delighted to stay on the left for the whole season."
Cole has fallen out of favour in the wake of a 2-0 defeat by Newcastle United, but Mourinho has assured the England international that a left-back spot is still very much up for grabs.
The Chelsea boss said: "Ashley is a top professional, he is a fighter. He has to work hard, to fight hard, because the place is his place.
"Of course it is not Azpilicueta's best position and it is not a position where Ashley can think that he is in trouble.
"No, he has to just work and fight, the position is there waiting for him."