Polarized Raman scattering spectra of the KxCo2−ySe2 single crystals reveal the presence of two phonon modes, assigned as of the A1g and B1g symmetry. The absence of additional modes excludes the possibility of vacancy ordering, unlike in KxFe2−ySe2. The ferromagnetic (FM) phase transition at K leaves a clear fingerprint on the temperature dependence of the Raman mode energy and linewidth. For the temperature dependence looks conventional, driven by the thermal expansion and anharmonicity. The Raman modes are rather broad due to the electron–phonon coupling increased by the disorder and spin fluctuation effects. In the FM phase the phonon frequency of both modes increases, while an opposite trend is seen in their linewidth: the A1g mode narrows in the FM phase, whereas the B1g mode broadens. We argue that the large asymmetry and anomalous frequency shift of the B1g mode is due to the coupling of spin fluctuations and vibration. Our density functional theory (DFT) calculations for the phonon frequencies agree rather well with the Raman measurements, with some discrepancy being expected since the DFT calculations neglect the spin fluctuations.