Cosby is an unincorporated community in Cocke and Sevier counties in the U.S. state of Tennessee. Although it is not a census-designated place, the ZIP Code Tabulation Area for the ZIP Code that serves Cosby had a population of 5,201 as of the 2000 U.S. Census. The community has given its name to the northeastern section of the Great Smoky Mountains National Park, which forms its southern boundary.