Cromwell's soldiers questioned many people as to his whereabouts, including his small son who refused to divulge his father's hiding place.

According to the legend, this took place in the family home at Brooks Edge and was celebrated in William Frederick Yeames's famous painting And When Did You Last See Your Father?.

[citation needed] In 1767, the medieval open fields of the village were enclosed by Act of Parliament, bringing to an end the system of agriculture, which had been practiced in Cosby from before the Norman Conquest in 1066.

The post enclosure revolution in farming resulted in Cosby becoming a more industrial village with framework knitting followed by boot and shoe manufacture dominating the 19th and early 20th centuries.

The Great Central Railway, the last main line to be built from the north of England to London, opened on 15 Mar 1899 and ran past the east side of Cosby on an embankment.

The "Victory Show", a commemoration of World War II, is held at Foxlands Farm on a 100-acre site in September and is the largest event in the country.

Cosby has a non-league football team Saffron Dynamo F.C., who play at King's Park, Cambridge Road, in the Midland League Division One.

In September 2011, Cosby's Lucy Garner sprinted to victory in Copenhagen to claim the Junior Women's World Championship.

In the 2017-18 rugby season, Cosby won the Leicestershire Merit C league title, losing just one game - a home defeat to Burbage 2nds.

They exacted their revenge on Burbage though by winning at their ground, 17-15, in the final league game of the season in a top of the table title decider.

In the football, Cosby United won the Leicester and District Premier Division title after beating Glenfield Town 7-1 in their final game of the season.