Inter appeared on track for the Treble this season before losing in the Coppa Italia semifinals, the final of the Champions League and also surrendering the Scudetto to Napoli.
Cosmi said on Radio RAI: "Inter lived the last 40-45 days of their season in a diametrically opposite way to what they had done before.
"Something unexpected happened. The allure of the Treble? In my opinion it was not flaunted by Inter, it was simply an opportunity, at a certain point in the season even legitimate: objectively the championship was capable of being won like the Coppa Italia and the Champions League was devouring it in the best possible way.
"Then they strung together a series of non-results seasoned with naivety and a lack of lucidity that put them in the condition of living the last month among a thousand fears, problems and difficulties."
Defeating Barca an illusion
Cosmi also said: "The double challenge with Barcelona was an illusion, because then in the final it presented itself empty, without strength, without energy.
"But above all what surprised everyone was the complete lack of reaction."
On Inter coach Simone Inzaghi's future, Cosmi also said: "If Simone wants to react to this terrible day, there are two solutions: react with the team with which you came so close to something extraordinary and confirm yourself, or turn the page, which does not necessarily mean going to Arabia."