Continuous monitoring of cough may provide insights into the health of individuals as well as the effectiveness of treatments. Smart-watches, in particular, are highly promising for such monitoring: they are inexpensive, unobtrusive, programmable, and have a variety of sensors. However, current mobile cough detection systems are not designed for smartwatches, and perform poorly when applied to real-world smartwatch data since they are often evaluated on data collected in the lab.In this work we propose CoughWatch, a lightweight cough detector for smartwatches that uses audio and movement data for in-the-wild cough detection. On our in-the-wild data, CoughWatch achieves a precision of 82% and recall of 55%, compared to 6% precision and 19% recall achieved by the current state-of-the-art approach. Furthermore, by incorporating gyroscope and accelerometer data, CoughWatch improves precision by up to 15.5 percentage points compared to an audio-only model.