Gosse was born on Long Island, New York. Gosse attended SUNY Purchase where he would meet and collaborate with artists such as Hal Hartley, Nick Gomez, Whitney Ransick, Parker Posey, Wesley Snipes and Edie Falco. After graduating with a BFA degree from the film program at SUNY Purchase in 1986, Gosse joined the independent film scene in New York City, creating short films and features. He was married to Robin Tunney but divorced in 2006. In 2010, he joined the faculty of the University of North Carolina School of the Arts, School of Filmmaking in Producing.