At 19 Cobb became managing editor of the Paducah Daily News and in 1904 went to New York City, where he became a staff writer for the Evening World and Sunday World. First through syndicated newspaper features and later in magazines, he became widely known for such articles as “Speaking of Operations,” which in book form sold more than 500,000 copies, and for short stories, of which he wrote more than 300.

Cobb's stories about a shrewd and kindly Kentucky judge, Judge Priest, first brought him fame. Some of them were collected in Back Home (1912) and Old Judge Priest (1916). He wrote more than 60 books and thousands of columns for journals and travelled throughout the country as a lecturer and after-dinner speaker. He also wrote plays and, with the filming of the Judge Priest stories, he went to California where he wrote scenarios and acted in motion pictures.