This paper investigates the parameter space of theories with gauge mediated supersymmetry breaking leading to gravitino ( cold ) dark matter with mass m _ { 3 / 2 } \sim 1 { keV } \rightarrow 10 { MeV } . We pay particular attention to the cosmological rĂ´le of messenger fields . Cosmology requires that these messengers decay to the visible sector if the lightest messenger mass M _ { X } \gtrsim 30 TeV . We then examine the various possible messenger number violating interactions allowed by the symmetries of the theory and by phenomenology . Late messenger decay generally results in entropy production hence in the dilution of pre-existing gravitinos . We find that in SU ( 5 ) grand unification only specific messenger-matter couplings allow to produce the required amount of gravitino dark matter particles . Gravitino dark matter with the correct abundance is however expected in larger gauge groups such as SO ( 10 ) for generic non-renormalizable messenger-matter interactions and for arbritrarily high post-inflationary reheating temperatures .