Cosgrove received an CBE to her services the criminal justice system in Scotland.

When she revealed to other members of the legal profession, which was dominantly male, she wanted to become an advocate, she was told "the bar is no place for a woman".

[3] She was the first woman to serve as a Sheriff of Glasgow and Strathkelvin from 1979 to 1983 and of Lothian and Borders at Edinburgh from 1983 to 1996.

[4] "The public must have confidence that its legal system is representative of and has the ability to respond to and deal with the needs and problems of all of its citizens.

After a vacancy was held in 1996, she was nominated by Prime Minister John Major to be appointed as a Senator of the College of Justice.

In February 2003, Lady Cosgrove was appointed to the Inner House of the Court of Session and sworn of Her Majesty's Privy Council.

She received a CBE in 2004 for services to the criminal justice system in Scotland,[6] and has also been awarded honorary degrees from a number of institutions.

Lady Cosgrove retired as a Senator of the College of Justice on 24 March 2006 shortly after her 60th birthday, however she still sits on the bench occasionally when there is a shortage of judges.