Only son of Sir Frederick Cook, he was educated at Harrow School and Balliol College, Oxford.

He was an art historian who wrote a catalog raisonné of Giorgione works in 1900, and managed and hosted visits to his family's collection which included a Cima da Conegliano Madonna and Child and two Giorgiones at Doughty House.

[1] He was a co-founder of The Art Fund, and in 1903 was founding member of the "Consultative Committee" of the Burlington Magazine.

[2] Other members were Lord Dillon and Lord Balcarres, Sir Martin Conway, Sidney Colvin, Campbell Dodgson, Herbert Horne, Charles Eliot Norton, Claude Phillips, and Roger Fry.

[6] He was a member of the Arundel Club and served on committees for foreign exhibitions and organised several in London.