<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2023-02-27</periodOfReport>

    <issuer>
        <issuerCik>0001224608</issuerCik>
        <issuerName>CNO Financial Group, Inc.</issuerName>
        <issuerTradingSymbol>CNO</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001438233</rptOwnerCik>
            <rptOwnerName>Zimpfer Matthew J.</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>CNO FINANCIAL GROUP, INC.</rptOwnerStreet1>
            <rptOwnerStreet2>11825 N. PENNSYLVANIA STREET</rptOwnerStreet2>
            <rptOwnerCity>CARMEL</rptOwnerCity>
            <rptOwnerState>IN</rptOwnerState>
            <rptOwnerZipCode>46032</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>EVP and General Counsel</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2023-02-27</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>4188</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>26.0268</value>
                    <footnoteId id="F2"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>261471</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Shares sold pursuant to a 10b5-1 trading plan adopted on August 19, 2022.</footnote>
        <footnote id="F2">Sales at prices ranging from $25.97 per share to $26.085 per share. Reporting person will provide full information regarding the number of shares sold at each separate price upon request by the SEC staff, the issuer or any
security holder of the issuer.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>Rachel J. Spehler, Attorney-in-Fact</signatureName>
        <signatureDate>2023-02-28</signatureDate>
    </ownerSignature>
</ownershipDocument>
