	Cossack was bred at Billing in Northamptonshire by R. C. Elwes. In 1845 the trainer John Day together with a Mr Dilly, visited Elwes stable to view his yearlings. Dilly was unimpressed by the small, upright chestnut but Day thought differently and, after some negotiation, bought him for 200 guineas on behalf of his patron T. H. Pedley, a bookmaker from Huddersfield. Cossack was sent to be trained at Day's stable at Danebury in Hampshire.