Among his siblings were William Cochrane (who married Lady Grizel Graham, a daughter of James Graham, 2nd Marquess of Montrose),[1] Margaret Cochrane (wife of Alexander Montgomerie, 9th Earl of Eglinton), Helen Cochrane (wife of John Gordon, 16th Earl of Sutherland), and Jean Cochrane (wife of John Graham, 1st Viscount Dundee and William, 3rd Viscount of Kilsyth).
His maternal grandparents were John Kennedy, 6th Earl of Cassilis and Lady Jean Hamilton, a daughter of Thomas Hamilton, 1st Earl of Haddington.
He supported William of Orange, who became King of England, Ireland, and Scotland in 1689.
As he died unmarried in 1705, his second son John inherited the earldom.
After his death, his widow married Charles Hay, 3rd Marquess of Tweeddale.