Cockburn had a long military career and retired with the rank of Major-General.
Throughout his time in the army, which took him to many parts of the world, he sketched and produced a steady flow of travel books which he illustrated himself.
The first, from November 1822 to June 1823, produced little work that has survived, but his second posting, lasting from April 1826 to August 1832, proved artistically productive.
Cockburn finished his career as the director of the laboratory of the Royal Arsenal at Woolwich where he died.
His body of work is large and has yet to be reconstructed in a comprehensive manner for more in-depth study.