Cobalion is a quadrupedal Pokémon that possesses traits of stags and goats. It is covered in aqua blue fur and has jagged yellow horns similar in shape to thunderbolts. Its snout is a lighter shade of blue than the rest of its fur, and there is a black blaze running from its nose to the back of its head. On its long neck and hind legs, there are small gray spots. It has a white tuft of fur under its neck, resembling a cravat. On its shoulder blades are yellow protrusions that resemble fins. Its tail resembles these protrusions, albeit in the same color as its snout. Cobalion's legs have black bands with lighter fur underneath and large black hooves.
Cobalion has a composed demeanor but dislikes humans. Once, it fought against people to protect Pokémon. Its glare can make even an unruly Pokémon obey it. Cobalion is said to have the air of a leader since its birth. Cobalion is capable of calming even the most vicious of foes.
Cobalion appears to be based on the character of Athos from the novel The Three Musketeers.