The evolution of cosine-Gauss beams in nonlocal optical medium which can be governed by the nonlinear Schrödinger equation with nonlocal nonlinearity is investigated. A set of mathematical analytical expressions describing propagation characteristics are derived, and the numerical simulation results and illustrations of typical propagation characteristics are given. The results show that the cosine-Gauss beam has a variety of light intensity distribution forms at the initial position and changes periodically in the propagation process. There are different propagation characteristics under different initial parameters of cosine-Gauss beams. If the cosine-Gauss beam is incident at the on-waist position, it can form a generalized soliton form, that is, the statistical transverse width of cosine-Gauss beams changes and the optical intensity distribution changes with a period; also, a generalized breathers can be formed, that is, the statistical transverse width and optical intensity distribution change with a period. If the cosine-Gauss beam is incident on the off-waist position, it only exist in the form of generalized breather and cannot form generalized soliton. The physical explanation is given.