Cozens was born in Russia, the son of Richard Cozens (1674-1735), chief shipbuilder to Peter the Great, and Mary, daughter of Robert Davenport, also a shipbuilder to the Tsar. Spending his first years in the new capital of St. Petersburg, he was then educated in England from 1727, and by 1735 he is recorded as studying painting in London.

Following his father's death, however, he returned for a time to Russia, where the tradition of atmospheric landscape painting was to influence his own inclination toward the genre. In 1746, the artist sailed from St. Petersburg to Livorno, studying in Italy for the next two years. He was one of the earliest British artists to tour Rome, and in the only surviving sketchbo...