Early in the Civil War, Cobham began recruiting in Warren County following the Union disaster at the First Battle of Bull Run. Invited to join the regiment then forming at Erie, Pennsylvania, Cobham led his men into camp and on January 28, 1862, he became lieutenant colonel of the 111th Pennsylvania Volunteer Infantry. The regiment served on garrison duty at Baltimore, Maryland, and Harpers Ferry. It also served under Maj. Gen. Nathaniel P. Banks at the Battle of Cedar Mountain, in the division of Brig. Gen. Christopher C. Augur. Cobham fell ill with typhoid fever in July 1862 and did not rejoin the regiment until October of that year. He was promoted to the rank of colonel on November 7, 1862.