The patron of Cocullo is San Domenico abate, celebrated on the first Thursday of May; the village holds the Chiesa di San Domenico.
The village has concentrated all its energy on the traditional «Festa dei serpari», held every first Thursday of May in honour of San Domenico abate: the saint reached Cocullo during his long wanderings in the 10th century, after performing a miracle at Villalago. The municipality also holds the Chiesa di Santa Maria delle Grazie, the Chiesa Santa Maria in Campo and the Monte Lingotti.