Kevin Cokley's research can be broadly categorized in the area of African American psychology, with a focus on racial and ethnic identity development, academic motivation, and academic achievement. A theme of much of his research is understanding the psychological and environmental factors that impact African American student achievement. Cokley's research and scholarship have led him to challenge the notion that African American students are anti-intellectual, and to critically re-examine the impact of racial and ethnic identity and gender on academic achievement. Recently Cokley has started exploring the impostor phenomenon and its relationship to mental health and academic outcomes among ethnic minority students.

Cokley's publications have appeared in professional journals such as the Journal of Counseling Psychology, Journal of Black Psychology, Cultural Diversity and Ethnic Minority Psychology, Individual Differences and Personality, Measurement and Evaluation in Counseling and Development, the Journal of Multicultural Counseling and Development, Educational and Psychological Measurement, and the Harvard Educational Review.

Cokley has a joint appointment in the College of Education's Department of Educational Psychology and the College of Liberal Arts' Department of African and African Diaspora Studies. He is the Past Editor-in-Chief of the Journal of Black Psychology and the Director of the Institute for Urban Policy Research & Analysis.

He has written several Op-Eds in major media outlets including the St. Louis Post Dispatch, Dallas Morning 麻豆传媒, San Antonio Express, The American Prospect, The Huffington Post, The Conversation and The Hill on topics such as Blacks' rational mistrust of police, police shootings of Blacks, the aftermath of Ferguson, the use of school vouchers, racial disparities in school discipline, and Black students' graduation rates.