Among his large family was his elder half-sister, Margaret Cochran, the wife of Sir Rupert George, the Commodore for the Royal Navy's North America Station.

[2] His brother was Thomas Cochran, who served as the third Chief Justice of Prince Edward Island[3] and later in Upper Canada where he perished in Lake Ontario in 1804.

[5] During his time in Gibraltar he presided over the Vice Admiralty Court in December 1872 which enquired into the fate of the Mary Celeste, a ship that was found abandoned at sea without any rational explanation.

On that occasion General Lord Napier of Magdala, Governor of the fortress, said of him: "During the long time that Sir James Cochrane has presided over the supreme court at Gibraltar he has eminently maintained the high character of the bench.

He has done much for the lower classes, and his firmness and perfect fairness have helped greatly to dispel from the city of Gibraltar the crime of using the knife, which was unfortunately once so prevalent.