Born in Sligo, County Sligo, Cogan joined Millwall from Belvedere at 15 years of age, waiting four years, until 20 April 2004, before making his debut in a Championship game against Watford, replacing Peter Sweeney in the 80th minute. Cogan signed his professional contract in November 2004. Cogan remained at Millwall for two further seasons, making 30 appearances in all competitions, including playing in the 2004 FA Cup Final after coming on as a substitute, and two UEFA Cup games against Ferencvárosi TC.
