Are Great White Sharks Found In the Waters Around Cozumel? At TopCozumelNews, we help Cozumel tourists plan their trips and activities using information collected on trips to the beautiful island. Mexico’s beautiful beaches and warm waters are home to an abundance of marine life, such as sharks. This article will examine some of the species found around Cozumel – a popular diving spot in Quintana Roo state. Whale sharks are among the largest fish species and can be seen around Cozumel from June through September. Although large, these marine creatures are harmless to humans as filter feeders who specialize in eating plankton and fish eggs.