He married Sarah Lunceford Nelson . Sarah Lunceford Nelson was born at of Hanover, Virginia Abt 1725 .
They were the parents of 10
children:
Jane Cosby
born Abt 1742.
Charles Cosby
born Abt 1746.
Thomas Cosby
born Abt 1748.
Nelson Cosby
born Abt 1750.
Edward Cosby
born Abt 1752.
James C. Cosby
born Abt 1753.
Peter Cosby
born Abt 1754.
Overton Cosby
born Abt 1756.
John Cosby
born Abt 1758.
Eliabeth Cosby
born 24 Jan 1765.