The Laser Interferometer Space Antenna (LISA) will open the mHz frequency window of the gravitational wave (GW) landscape. Among all the new GW sources expected to emit in this frequency band, extreme mass-ratio inspirals (EMRIs) constitute a unique laboratory for astrophysics and fundamental physics. Here we show that EMRIs can also be used to extract relevant cosmological information, complementary to both electromagnetic (EM) and other GW observations. By using the loudest EMRIs (SNR$>$100) detected by LISA as dark standard sirens, statistically matching their sky localisation region with mock galaxy catalogs, we find that constraints on $H_0$ can reach $sim$1.1% ($sim$3.6%) accuracy, at the 90% credible level, in our best (worst) case scenario. By considering a dynamical dark energy (DE) cosmological model, with $Lambda$CDM parameters fixed by other observations, we further show that in our best (worst) case scenario $sim$5.9% ($sim$12.3%) relative uncertainties at the 90% credible level can be obtained on $w_0$, the DE equation of state parameter. Besides being relevant in their own right, EMRI measurements will be affected by different systematics compared to both EM and ground-based GW observations. Cross validation with complementary cosmological measurements will therefore be of paramount importance, especially if convincing evidence of physics beyond $Lambda$CDM emerges from future observations.
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