In a small bowl, combine the cornstarch with a small amount of cold milk. Stir until completely smooth with no lumps.
Important: This step prevents clumping when added to the hot mixture.
In a medium saucepan over medium heat, add the remaining milk, sugar, cinnamon, and cocoa powder. Whisk continuously until fully combined and heated through.
Slowly whisk in the prepared cornstarch mixture.
Continue cooking and whisking until the hot chocolate thickens to your desired consistency.
Remove from heat and serve warm.