[3][4] His father, the son of George Cooke, descended from a line of prothonotaries of the Court of Common Pleas.

Educated at Harrow and at the military school in Caen, Normandy, in 1784 Cooke was appointed an ensign in the 10th Grenadier Guards.

In March 1794, he joined the Guards in Flanders and was appointed aide-de-camp to Major General Sir Samuel Hulse.

He served throughout the French Revolutionary Wars, in Flanders and Holland, at the conclusion of which he was promoted to lieutenant-colonel of his regiment, despite being severely wounded in 1799.

After posts in Cadiz, he went to Holland in 1813 with the Brigade of Guards and took part in the ill-fated Siege of Bergen op Zoom the following year where he was described as a "prudent and humane commander".