Cole's second album, Wild at Heart, was issued on 15 January 2001 by ABC Country and distributed by Universal Music Australia, which peaked at No. 4 on the ARIA Country Albums Chart. It included contributions by Chambers and Jeffreys on vocals, and McCormack on guitars, keyboards, piano, Hammond organ, mandolin, banjo and backing vocals, as well as producing the album. Rosie Adsett at Country Update felt "[she's] never been in finer voice, and the enjoyment of finally recording just shines through this one". While The Sydney Morning Herald's Katrina Lobley noted that Cole "unashamedly examines every corner of a recently broken heart. The album's not entirely miserable - her sense of fun bursts out in wild ditties". At the ARIA Music Awards of 2001 Wild at Heart was nominated for Best Country Album. By November 2002 it was re-issued with a five-track bonus disc, including her single, "Life Goes On". For her gigs she also performs on lead guitar, drums, bass guitar, fiddle or piano. In December 2003 Wild at Heart was accredited with a gold certificate for shipment of 35,000 copies.  On 20 January 2003 Cole released her third studio album, Little Victories, which reached the top 30 on the ARIA Albums Chart and No. 4 on the Country Albums Chart. It was produced by McCormack again who also provided banjo, dobro, guitars (acoustic and electric), mandola, mandolin, percussion, as well as mixing and engineering. On the End of Year Charts - Country 2003, the album reached No. 18. Cole co-wrote eight of its tracks with Tamara Stewart (aka Tamara Sloper). Capital News described the work as by "a more mature, more reflective and more confident" artist. At the ARIA Music Awards that year it was nominated for Best Country Album. In December 2005 it was accredited with a gold certificate.  On 2 August 2004 Cole issued a video album, Just a Girl Singer, which included interviews, live concert footage, music videos and archival footage. The album was written, produced and directed by Lindsay Frazer; which peaked at No. 6 on the ARIA Top 40 DVD Chart. It provided Cole's next single, "Sorry I Asked". In the following year, on 11 April, Cole released her next studio album, Feel This Free, which reached the ARIA Albums Chart Top 100 and No. 3 on the ARIA Country Albums Chart. It includes Albeck on violin and fiddle; McCormack on multiple instruments and producing; and Jeffreys and McCormack co-writing tracks with Cole.

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In the following year, on 11 April, Cole released her next studio album, Feel This Free,