He attended the common schools and Chapel Hill College in Lafayette County, Missouri.

He was the older brother of Francis Marion Cockrell, who also served as a Confederate officer and later as a US Senator from Missouri.

Cockrell returned to Missouri in 1853, where he engaged in agricultural pursuits, studied law and, for a time, was a minister in the Methodist Church.

This was the first time that a regiment of African Americans engaged in combat against Confederate forces; they held their ground and helped achieve Union victory.

At the close of the war, Cockrell settled with his family in Sherman, Texas, where he practiced law.