Cole gave up a run on four hits and a walk while striking out seven batters over four innings in the Class A Advanced Bradenton Marauders' 2-1 loss to the Palm Beach Cardinals.
MLB.com's No. 11 prospect worked around Mike O'Neill's leadoff double in the first frame with consecutive strikeouts and an inning-ending groundout, but he was unable to replicate the feat in the second.
Jonathan Rodriguez ripped a two-bagger to center field and he advanced to third base on Alan Ahmady's ground ball. Rodriguez then scored the first run of the game on following batter Geoffrey Klein's RBI single up the middle.
In the third frame, Cole worked into and out of trouble again, fanning Starlin Rodriguez and Chris Edmonson to strand Michael Swinson in scoring position. An inning later, he needed two more strikeouts to keep Ahmady -- who doubled and advanced to third on a wild pitch -- from scoring the go-ahead run.
Cole turned things over to the bullpen in the fifth and did not factor in the decision. But catcher Nicholas Longmire spoiled Cole's debut with a walk-off homer off Jhonathan Ramos (1-1) with two outs in the ninth.
The UCLA product collected an $8 million bonus when he signed with Pittsburgh last year, but he did not make his pro debut until after the regular season had ended.
He made five starts for the Mesa Solar Sox in the prospect-heavy Arizona Fall League, going 2-0 with a 3.00 ERA and 16 strikeouts over 15 innings.
On Monday, Cardinals starter Anthony Ferrara allowed a run on three hits and four walks over five innings. Chase Reid (1-1) earned the win after pitching a perfect ninth.