Generalized Friedmann equations governing the cosmological evolution inside a thick brane embedded in a five-dimensional Anti-de Sitter spacetime are derived. These equations are written in terms of four-dimensional effective brane quantities obtained by integrating, along the fifth dimension, over the brane thickness. In the case of a Randall-Sundrum type cosmology, different limits of these effective quantities are considered yielding cosmological equations which interpolate between the thin brane limit (governed by unconventional brane cosmology), and the opposite limit of an ``infinite'' brane thickness corresponding to the familiar Kaluza-Klein approach. In the more restrictive case of a Minkowski bulk, it is shown that no effective four-dimensional reduction is possible in the regimes where the brane thickness is not small enough.

23 pages, Latex, 2 figures