Constable Cosgrove was murdered by bushrangers at South Creek near Parramatta on 1 April 1819. The circumstances of the event are unknown. The constable had arrived in Australia as a transported convict on the vessel Rolla in 1803. He was granted his Certificate of Freedom in 1810. The Colonial Secretary’s Letters of 30 April 1820 names his replacement (Constable William Hill) and on 12 May 1820 he is simply recorded as being ’deceased’. (This may indicate that his death took place in 1820). The constable is recorded as being a 'Constable and Poundkeeper at Bringelly and Cooke’.