Stereo matching is a key component of autonomous driving perception. Recent unsupervised stereo matching approaches have received adequate attention due to their advantage of not requiring disparity ground truth. These approaches, however, perform poorly near occlusions. To overcome this drawback, in this paper, we propose CoT-Stereo, a novel unsupervised stereo matching approach. Specifically, we adopt a co-teaching framework where two networks interactively teach each other about the occlusions in an unsupervised fashion, which greatly improves the robustness of unsupervised stereo matching. Extensive experiments on the KITTI Stereo benchmarks demonstrate the superior performance of CoT-Stereo over all other state-of-the-art unsupervised stereo matching approaches in terms of both accuracy and speed. Our paper is available here.