The cottonseed oil (CSO) extraction and processing areas including biodiesel (CSB) production created the need for density availability over wide ranges of temperature and pressure. In this work, densities of CSO and CSB were measured. The measurement of CSO density under pressure has never been reported in the literature. To address this limitation, this work reports new experimental data of densities of CSO measured at temperatures from 278 to 358 K and pressures from atmospheric up to 30 MPa using a vibrating tube densimeter. The measured densities of CSO were correlated with the Goharshadi–Morsali–Abbaspour equation of state (GMA EoS) with an absolute average relative deviation of 0.02%. The coefficients of GMA EoS for CSO and CSB were used to calculate the thermal expansivity and isothermal compressibility which influence power and fuel injection and they are rarely presented for vegetable oils and biodiesel, especially at high pressures. The group contribution method GCVOL, Halvorsen model, and Zong fragment-based approach were used to evaluate the predictive abilities of CSO density data. Good predictions of oil densities were achieved with Halvorsen model for which absolute deviations are in the range of uncertainty of the measurements.