We present 850 μm linear polarization and C18O (3 − 2) and 13CO (3 − 2) molecular line observations toward the filaments (F13 and F13S) in the Cocoon Nebula (IC 5146) using the JCMT POL-2 and Heterodyne Array Receiver Program instruments. F13 and F13S are found to be thermally supercritical with identified dense cores along their crests. Our findings include that the polarization fraction decreases in denser regions, indicating reduced dust grain alignment efficiency. The magnetic field vectors at core scales tend to be parallel to the filaments, but disturbed at the high density regions. Magnetic field strengths measured using the Davis–Chandrasekhar–Fermi method are 58 ± 31 and 40 ± 9 μG for F13 and F13S, respectively, and it reveals subcritical and sub-Alfvénic filaments, emphasizing the importance of magnetic fields in the Cocoon region. Sinusoidal C18O (3 − 2) velocity and density distributions are observed along the filaments’ skeletons, and their variations are mostly displaced by ∼1/4 × the wavelength of the sinusoid, indicating core formation occurred through the fragmentation of a gravitationally unstable filament, but with shorter core spacings than predicted. Large-scale velocity fields of F13 and F13S, studied using 13CO (3 − 2) data, present a V-shape transverse velocity structure. We propose a scenario for the formation and evolution of F13 and F13S, along with the dense cores within them. A radiation shock front generated by a B-type star collided with a sheet-like cloud about 1.4 Myr ago. The filaments became thermally critical due to mass infall through self-gravity ∼1 Myr ago, and subsequently, dense cores formed through gravitational fragmentation, accompanied by the disturbance of the magnetic field.