While on the West Indies Station he captured several vessels before bringing news to Sir John Thomas Duckworth's squadron that three French ships of the line had been sighted sailing towards Santo Domingo.
He was posted with date of seniority of 26 March 1806, on his return to England with the news of the Battle of San Domingo (which his uncle Admiral Alexander Cochrane had fought in.)
He subsequently commanded the frigates Alexandria and Orontes on the North Sea and Cape of Good Hope stations.
[4] Rear Admiral Cochrane died on 16 November 1844 at his brother's house at Bathford, Somerset.
[5] He never married, but had an illegitimate daughter, Emily (born 1825; died a spinster 1919).