In December of 2003, filmmaker Clay Walker of Plan B Productions approached musician Freddy Cole with the idea of creating a documentary on Cole's life and music. Being the brother of legendary pianist-vocalist Nat "King" Cole and uncle of renowned singer Natalie Cole, Freddy immediately suggested the title of "The Cole Nobody Knows." The phrase was coined by a journalist years before to describe Cole's inability to be accepted into the public's consciousness, even though he'd been a recording artist for more than fifty years.

Photography on the project began almost immediately. Walker traveled to New York City to shoot Cole's performance at the Blue Note Jazz Club during the last week of the December. Over the next eight months, performances in Atlanta & Los Angeles were also photographed along with numerous interviews. Featuring never-before-seen performance material and interviews with jazz legends Clark Terry and Monty Alexander, "The Cole Nobody Knows" documentary is a playful overview of Freddy Cole's music and explanation of Cole's position within the contemporary Jazz scene.

The film has been selected to screen at the Ascona Jazz Festival in Ascona, Switzerland in June 2005.