Exhibit 23.1


We consent to the reference to our firm under the caption "Experts" in the
Registration Statement (Form S-3) and related Prospectus of Cobalt Corporation
for the registration of 7,000,000 shares of its common stock and to the
incorporation by reference therein of our report dated March 26, 2002, with
respect to the consolidated financial statements and schedules of Cobalt
Corporation included in its Annual Report (Form 10-K) for the year ended
December 31, 2001, filed with the Securities and Exchange Commission.


                                                 /s/Ernst & Young LLP
Milwaukee, WI
November 5, 2002