Cosio Valtellino is a comune (municipality) in the Province of Sondrio in the Italian region Lombardy, located about 80 kilometres (50 mi) northeast of Milan and about 25 kilometres (16 mi) west of Sondrio.

Cosio Valtellino borders the following municipalities: Bema, Cercino, Mantello, Morbegno, Rasura, Rogolo, Traona.

The principal seat of Galbusera (confectionery company) resides in Cosio.

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