Cole is an ally for Western Shoshone an environmental organization. They specialize in the ongoing struggle to halt gold and diamond mining, which displaces indigenous peoples worldwide and creates excessive amounts of mining waste and toxins. For this reason Cole declined to be in any further De Beers jewellery campaigns, along with models Iman and Erin O'Connor, activist Gloria Steinem, and actress Julie Christie. Recently, however, she has been on the cover of and featured in a spread of a magazine whose issue was entitled 'Lily'. In it, she is only wearing diamonds