Grant was sacked on Saturday after the Chelsea board deemed a trophyless, near-miss season unacceptable.
The former Israel manager had been in charge at Stamford Bridge for just eight months and guided his side to within two points of the Premier League title and one penalty kick - missed by club captain John Terry - from winning the Champions League for the first time in the club's history.
"It's very, very unfair particularly because of the success he did," hissed Cohen.
"You know, John Terry should have scored the penalty and Chelsea would have been champions of Europe and Avram would have stayed, so you can't blame Avram Grant because John Terry missed a penalty."
The Blues have yet to identify who Grant's replacment will be, but they are said to have put together a shortlist consisting of Guus Hiddink, Luiz Felipe Scolari and Marcello Lippi and Mark Hughes.