Cozens executed watercolors in curious atmospheric effects and illusions which had an influence on Thomas Girtin and J. M. W. Turner.
In June 2010 Cozen's Lake Albano (c.1777) sold at auction, at Sotheby's in London, for £2.4 million, a record for any 18th-century British watercolour.
In 1776 he displayed the large oil painting, A Landscape with Hannibal in His March Over the Alps, Showing to His Army the Fertile Plains of Italy (now lost) at the Royal Academy in London.
At the age of 42, three years before he died, he suffered a nervous breakdown and was committed to the Bethlem Royal Hospital asylum.
The asylum's chief physician, Dr. Thomas Monro recognised Cozens' talent and bought his painting collection.