The crystal structures and magnetic properties of Ni50-xCoxMn39Sn11 (8≤x≤10) Heusler alloys are investigated. As a result, we achieve the magnetic field induced martensitic transformation in Ni42Co8Mn39Sn11. It is found that the saturation magnetic moments of alloys increase with Co content increasing. Moreover, a superspin glass behavior and a large exchange bias effect are also found in samples with Co content being higher than 8. We confirm the coexistence of superspin glass of the martensite and ferromagnetic parent phase, which is the physical origin of the exchange bias effect. On the other hand, we propose that the origin of superspin glass in our NiMnCoSn system is due to the occurence of Mn-Mn cluster as reported by Ma et al. in Heusler Mn2Ni1.6Sn0.4 alloys [Ma L, Wang W H, Liu J B, Li J Q, Zhen M, Hou D L and Wu G H 2011 Appl. Phys. Lett. 99 182507].