diff --git a/CHANGELOG.md b/CHANGELOG.md
index 33dc488b3c..6bebe03509 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -37,6 +37,7 @@ We use *breaking :warning:* to mark changes that are not backward compatible (re
 - [#4908](https://github.com/thanos-io/thanos/pull/4908) UI: Show 'minus' icon and add tooltip when store min / max time is not available.
 - [#4883](https://github.com/thanos-io/thanos/pull/4883) Mixin: adhere to RFC 1123 compatible component naming.
 - [#5114](https://github.com/thanos-io/thanos/pull/5114) Tools `thanos bucket inspect` fix time formatting.
+- [#5139](https://github.com/thanos-io/thanos/pull/5139) COS: Support multi-part upload, fix upload issue when index size more than 5GB.
 
 ## [v0.24.0](https://github.com/thanos-io/thanos/tree/release-0.24) - 2021.12.22
 
diff --git a/pkg/objstore/cos/cos.go b/pkg/objstore/cos/cos.go
index 165f035476..37bfef6b03 100644
--- a/pkg/objstore/cos/cos.go
+++ b/pkg/objstore/cos/cos.go
@@ -7,6 +7,7 @@ import (
 	"context"
 	"fmt"
 	"io"
+	"math"
 	"math/rand"
 	"net/http"
 	"net/url"
@@ -194,10 +195,86 @@ func (b *Bucket) Attributes(ctx context.Context, name string) (objstore.ObjectAt
 	}, nil
 }
 
+var (
+	_ cos.FixedLengthReader = (*fixedLengthReader)(nil)
+)
+
+type fixedLengthReader struct {
+	io.Reader
+	size int64
+}
+
+func newFixedLengthReader(r io.Reader, size int64) io.Reader {
+	return fixedLengthReader{
+		Reader: io.LimitReader(r, size),
+		size:   size,
+	}
+}
+
+// Size implement cos.FixedLengthReader interface.
+func (r fixedLengthReader) Size() int64 {
+	return r.size
+}
+
 // Upload the contents of the reader as an object into the bucket.
 func (b *Bucket) Upload(ctx context.Context, name string, r io.Reader) error {
-	if _, err := b.client.Object.Put(ctx, name, r, nil); err != nil {
-		return errors.Wrap(err, "upload cos object")
+	size, err := objstore.TryToGetSize(r)
+	if err != nil {
+		return errors.Wrapf(err, "getting size of %s", name)
+	}
+	// partSize 128MB.
+	const partSize = 1024 * 1024 * 128
+	partNums, lastSlice := int(math.Floor(float64(size)/partSize)), size%partSize
+	if partNums == 0 {
+		if _, err := b.client.Object.Put(ctx, name, r, nil); err != nil {
+			return errors.Wrapf(err, "Put object: %s", name)
+		}
+		return nil
+	}
+	// 1. init.
+	result, _, err := b.client.Object.InitiateMultipartUpload(ctx, name, nil)
+	if err != nil {
+		return errors.Wrapf(err, "InitiateMultipartUpload %s", name)
+	}
+	uploadEveryPart := func(partSize int64, part int, uploadID string) (string, error) {
+		r := newFixedLengthReader(r, partSize)
+		resp, err := b.client.Object.UploadPart(ctx, name, uploadID, part, r, &cos.ObjectUploadPartOptions{
+			ContentLength: partSize,
+		})
+		if err != nil {
+			if _, err := b.client.Object.AbortMultipartUpload(ctx, name, uploadID); err != nil {
+				return "", err
+			}
+			return "", err
+		}
+		etag := resp.Header.Get("ETag")
+		return etag, nil
+	}
+	optcom := &cos.CompleteMultipartUploadOptions{}
+	// 2. upload parts.
+	for part := 1; part <= partNums; part++ {
+		etag, err := uploadEveryPart(partSize, part, result.UploadID)
+		if err != nil {
+			return errors.Wrapf(err, "uploadPart %d, %s", part, name)
+		}
+		optcom.Parts = append(optcom.Parts, cos.Object{
+			PartNumber: part, ETag: etag},
+		)
+	}
+	// 3. upload last part.
+	if lastSlice != 0 {
+		part := partNums + 1
+		etag, err := uploadEveryPart(lastSlice, part, result.UploadID)
+		if err != nil {
+			return errors.Wrapf(err, "uploadPart %d, %s", part, name)
+		}
+		optcom.Parts = append(optcom.Parts, cos.Object{
+			PartNumber: part, ETag: etag},
+		)
+	}
+	// 4. complete.
+	if _, _, err := b.client.Object.CompleteMultipartUpload(ctx, name, result.UploadID, optcom); err != nil {
+		return errors.Wrapf(err, "CompleteMultipartUpload %s", name)
 	}
 	return nil
 }