Cosio joined the National Theater Company in 1999. Cosio made his film debuts in 2012 in The Blue Room and Una de dos. In 2011 he starred as Javier Rubalcava in the TV series El Diez. Joaquin starred in the 2013 TV series Mentir para vivir. He has also starred in films such as Quantum of Solace, Saving Private Perez, A Better Life, Savages, A Night in Old Mexico, The Lone Ranger, and Cantinflas. Cosio has won Best Supporting Actor Awards from the Ariel Awards and the Mexican Cinema Journalists Awards. He became the first Mexican recipient of the MGM My Favorite Award in 2012.