Cosmology and short baseline neutrino oscillation data both hint at the existence of light sterile neutrinos with masses in the 1 eV range . Here we perform a detailed analysis of the sterile neutrino scenario using both cosmological and SBL data . We have additionally considered the possibility that the extra neutrino degrees of freedom are not fully thermalised in the early universe . Even when analyzing only cosmological data we find a preference for the existence of massive sterile neutrinos in both ( 3+1 ) and ( 3+2 ) scenarios , and with the inclusion of SBL data the evidence is formally at the 3.3 \sigma level in the case of a ( 3+1 ) model . Interestingly , cosmological and SBL data both point to the same mass scale of approximately 1 eV . In the ( 3+1 ) framework WMAP9+SPT provide a value of the sterile mass eigenstate m _ { 4 } = ( 1.72 \pm 0.65 ) eV : this result is strenghtened by adding the prior from SBL posterior to m _ { 4 } = ( 1.27 \pm 0.12 ) eV ( m _ { 4 } = ( 1.23 \pm 0.13 ) eV when SDSS is also considered in the cosmological analysis ) . In the ( 3+2 ) scheme , two additional , non–fully thermalized , neutrinos are compatible with the whole set of cosmological and SBL data , leading to mass values of m _ { 4 } = ( 0.95 \pm 0.30 ) eV and m _ { 5 } = ( 1.59 \pm 0.49 ) eV .