Cosmi has only ever managed in Italy, with the likes of Udinese, Palermo and Genoa included on his list of 12 clubs.
But the 59-year-old, who was in charge of Trapani in Serie B last season, admits he would like to test himself in the Premier League.
Taking charge of Liverpool would be his dream move, but the Italian coach admits his chances of heading to Anfield are slim.
Cosmi told Transfer Market Web Radio: “It would be a dream to manage Liverpool.
“It’s a team that has always fascinated me – just like Premier League clubs in general.
“It’s most likely that I will never coach the Reds, but doing so would represent a unique goal.”
Cosmi, who failed to make it as a professional footballer, guided Perugia to Intertoto Cup glory in 2003.
Antonio Conte is the only Italian manager currently in the Premier League, with compatriots Claudio Ranieri and Walter Mazzarri getting sacked last season.