[1]: 30–31 Cochrane was implicated in the Rye House plot (1683) and the Monmouth Rebellion, but escaped to Rotterdam,[1]: 33 where he remained till the death of Charles II.
Betrayed by Gavin Cochrane's wife, whose brother had fallen in a skirmish on the royalist side, he was carried to Edinburgh, led through the streets by the hangman, and lodged in the Tolbooth.
Burnet states that the Earl of Dundonald bought his son's pardon by a payment of £5,000 to 'the priests,' and denies that Cochrane disclosed anything of importance.
He subsequently held the position of farmer of the poll tax, and in 1695, failing to give satisfactory account of moneys received by him in that capacity, was committed to prison.
By his wife Margaret, daughter of Sir William Strickland of Boynton, Yorkshire, one of Cromwell's lords of parliament, he had two sons.