Cole posted an update on his Twitter feed on Thursday (September 27), in which he revealed that rehearsals with the Olympic gold medal-winning cyclist were continuing to progress well ahead of the light entertainment show's first competitive dances next week.
"A cracking rehearsal session with the Pendleton!" Cole wrote. "Very impressed with her today. Feel like a proud dad!"
Cole also posted photographs of himself with Pendleton's recently-released autobiography Between the Lines, describing the book as "a little light reading" and joking that he had "morphed" into his dancing partner.
A Strictly production insider recently claimed that although Pendleton reportedly asked Cole to be mindful of a recurring back problem during training, he is not concerned "because he knows she demands so much of herself".
Strictly Come Dancing next airs on Friday, October 5 at 9pm on BBC One.
Photo gallery - 'Strictly Come Dancing' - 2012 pairings in pictures: