The categories pCS(X,Pro(k)) of precosheaves and CS(X,Pro(k)) of cosheaves on a small Grothendieck site X, with values in the category Pro(k) of prok-modules, are constructed. It is proved that pCS(X,Pro(k)) satisfies the AB4 and AB5* axioms, while CS(X,Pro(k)) satisfies AB3 and AB5*. Homology theories for cosheaves and precosheaves, based on quasi-projective resolutions, are constructed and investigated.