Federal judge Catherine Perry ruled late on Monday that Cole was incompetent to be executed by reason of mental illness.
52-year-old Cole was sentenced to lethal injection for stabbing a man to death in a rage over having to pay child support in 1998.
Even though Judge Perry ruled that Cole was incompetent to be executed, her decision was appealed just hours ahead of the state execution set for the evening of Tuesday 14 April.
"He hears voices over the TV, over the prison intercom. Everywhere," Cole's lawyer, Joseph Luby, told the Associated Press. He said Cole believes that Missouri governor Jay Nixon, prosecutors and others "are giving him messages about his case".
The Missouri attorney general's office appealed to the 8th US circuit court of appeals, according to the Guardian. They argued there was no legal reason for the judge to overturn the Missouri supreme court ruling that allowed the execution to proceed.
Several groups, including the NAACP civil rights group and the American Civil Liberties Union, are calling for Governor Jay Nixon to stop the execution and appoint a board to investigate claims about racial bias in Missouri's jury selection process. Cole, who is black, was convicted and sentenced by an all-white jury.
Prosecutors removed three potential jurors who were black from the pool of candidates, according to Cole's supporters. One black man was removed because he was divorced, but a white juror was not removed even though he was paying child support.
Cole's lawyers have also asked the high court to stop the execution because of fears over Missouri's execution drug, which was purchased from a compounding pharmacy that the state refuses to name.
Eleven death row prisoners were prosecuted in St Louis County. Of those, seven or 64% are black, compared to the general population of the area which is 24% African American.