He returned to the Edinburgh Fringe during the same year with a new solo show “Comedy With Sad Bits” , and in 2006 with Introducing an Introduction to Alun Cochrane's Imagination.

At the 2008 Edinburgh Festival Fringe he played at the Assembly Rooms with the show “Alun Cochrane”, “Owner of a shed” , “And a son”, “Thinks the world is wonky”.

Cochrane had a non-speaking role as a waiter in the third series of Not Going Out, in an episode entitled Amy, broadcast on 13 February 2009 on BBC One.

He has appeared on various television stand-up shows, including on the Swansea edition of Michael McIntyre's Comedy Roadshow in June 2009, and has been a panellist several times on Channel 4's 8 Out of 10 Cats.

In May 2017, Cochrane made a guest appearance as a patient in the third episode of the BBC mockumentary series Hospital People.

Cochrane started as a full-time presenter on Frank Skinner's Absolute Radio show in June 2011, replacing Gareth Richards.

In July 2021 he starred in an episode of BBC Radio 4 stand-up specials titled "Alun Cochrane: Centrist Dad?"