Recently, it has been reported that doped Ga ferrite has potential application value in spintronics devices. Therefore, experimental study of the magnetic properties and potential physical mechanisms is essential for the realization of related spin-tronics devices. In this work, the synthesis process, crystal structure, and physical properties of spinel compound CoGa2O4 have been investigated. The competition between antiferromagnetism (AFM) and ferromagnetism (FM) is considered to be the crucial elements for resulting in spin glass (SG) behavior due to magnetic frustration. The observed SG behavior is determined by the temperature dependence of magnetization M(T) curves under the ZFC (zero-field-cooled) and FCC (field-cooled) processes, where the intense irreversibility divergence is formed. Moreover, the corresponding fitting parameters (the freezing temperature T0 = 9.32 K, the flipping time τ0 = 4.49 × 10–10 s, and the dynamical exponent zν = 4.46) strongly indicate the existence of the SG behavior. Meanwhile, as another specific characteristic for SG, in our present work, frequency (f) and magnetic field (H) have a strong influence on the peaks of AC susceptibility. From where, with the increase of f and H, the freezing temperature follows a corresponding peak shift. All the above phenomena and relevant analyses of magnetic frustration behavior confirm the typical SG behavior in CoGa2O4 system.