Cole's wife Amy announced the news on Friday in an Instagram story.
"Never did I think this day would come... My husband is now on Instagram and Twitter for the first time!"
Cole's first Instagram photo was an image of him in his Astros uniform.
The starting pitcher thanked the team for a great season, and said he's excited about 2019.
He also posted a picture with his wife at the MLB All Star Game.
On Twitter, Cole hasn't done much tweeting of his own, but he has retweeted his wife and the official Houston Astros.
If you want to follow the player on social media, his Twitter and Instagram handle is @GerritCole45.