The game of Cops and Robbers is a well known game played on graphs. In this paper we consider the class of graphs of bounded diameter. We improve the strategy of cops and previously used probabilistic method which results in an improved upper bound for the cop number of graphs of bounded diameter. In particular, for graphs of diameter four, we improve the upper bound from $n^{\frac{2}{3}+o(1)}$ to $n^{\frac{3}{5}+o(1)}$ and for diameter three from $n^{\frac{2}{3}+o(1)}$ to $n^{\frac{4}{7}+o(1)}$.