Lady Cosgrove was born and educated in Glasgow, Scotland.
She was admitted to the Faculty of Advocates in Scotland in 1968 and was appointed to the bench as a sheriff in 1979. In 1996 she was promoted to the High Court and was appointed a Senator of the College of Justice in Scotland, the first woman in the court’s four-hundred-year history to hold that office. In 2003 she was promoted to the Inner House of the Court of Session, the Appeal Court. During her judicial career she was a member of the Parole Board for Scotland and was chair of the Mental Welfare Commission for Scotland. She was also chair of the Boundary Commission for Scotland and of the Expert Panel on Sex Offending.
Lady Cosgrove is now retired, and she and her husband have recently made Aliyah to Israel. She is co-chair of United Kingdom Lawyers for Israel, an organisation that is dedicated to utilising the law to combat antisemitism and the denigration and delegitimization of Israel. She is also a trustee of StandWithUs UK whose aim is to educate young people about Israel and its relationship with its Arab neighbours to equip them to deal with the hostility they too often face at school and university.