Cocu was born in Eindhoven but raised in Zevenaar, playing youth football for local clubs DCS and De Graafschap.

Cocu debuted for the Netherlands national team in 1996 and appeared at the 1998 World Cup, scoring two goals but missing a penalty in the semi-finals against Brazil.

During his career, he mainly played as a defensive "playmaker" in midfield, but became equally known for his ability to be fielded as a defender, wing back, winger or forward.

After his retirement from playing professional football, Cocu joined PSV again as youth coach and later assistant manager.

A year later, his talent was again noticed by a professional club and in June 1987, Cocu joined the AZ youth ranks.

[7] He made his professional debut on 22 January 1989, when assistant coach Hugo Hovenkamp (replacing the bedridden manager Hans Eijkenbroek) brought him on in an Eerste Divisie match against NEC.

[12] Coach Herbert Neumann envisioned a leading central role for Cocu in 1991 and placed him on the midfield position.

[10][11] After the season, Louis van Gaal and Ajax became interested in buying Cocu, but they could not meet the transfer fee demands.

[4][5] A year later, PSV and Feyenoord triggered the release clause in Cocu's contract, making Vitesse unable to reject the offer.

Forming a midfield with Luís Figo and Pep Guardiola, Cocu played 36 league matches and scored 12 goals, thereby contributing to Barcelona's La Liga title win.

In 2001, Pep Guardiola left Barcelona, making space for a new midfield consisting of Cocu, Xavi and Gabri.

[29] The 2002–03 season was Barcelona's worst in years, however: the team finished sixth in La Liga, Van Gaal was fired early on and Cocu tore his knee ligament in a Champions League match against Inter Milan (0–0) in February.

[32] Cocu, who intended to join PSV if the negotiations failed, eventually agreed on a one-year extension in June.

[35] He formed a midfield with Johann Vogel and captain Mark van Bommel in a side that won the Eredivisie, the KNVB Cup and reached the Champions League semi-finals in the 2004–05 season.

[46] When Mark van Bommel left PSV in 2005, Cocu was handed the role of captain by manager Guus Hiddink.

[52] Cocu was close to announcing his retirement after the 2006–07 season, but still received offers from Australia and Al Jazira Club.

[53] After consulting Al Jazira's Abe Knoop and László Jámbor (who worked for Ajax), he chose to sign a one-year deal with the club from the United Arab Emirates in August 2007.

[56] After the season ended, Cocu considered staying for another year, but ultimately chose to return to the Netherlands in time for the professional football coach course.

Coach Dick Advocaat listed him on the 25-man provisional squad for the 1994 World Cup due to his performances at Vitesse, but he eventually did not make the team.

[5][59][60] Two years later, the Dutch team qualified for the 1998 World Cup, with Cocu having secured his place as a first-team member.

[61] The Netherlands and Cocu failed to qualify for the 2002 World Cup in a qualification group with Portugal and the Republic of Ireland.

[58] After Euro 2004, Cocu lost the captain role to Edgar Davids, a decision made by new manager Marco van Basten.

[58][67] At the World Cup, the Netherlands progressed from the group stage, but were knocked out by Portugal in the second round, with Cocu coming close to equalizing by hitting the crossbar shortly after the start of the second half.

Cocu was also immediately appointed second assistant of Bert van Marwijk, who became manager of the Netherlands national team.

[80] During his few months as manager, he promoted youngster Memphis Depay to the first team and replaced Andreas Isaksson with Przemysław Tytoń as the side's starting goalkeeper.

[81][82] The results did not improve, however, and after a 2–1 home defeat against RKC Waalwijk, Cocu vocally forfeited the title race.

[86] He also gave up his job as assistant manager at the Dutch national team after Euro 2012, in which the Netherlands were eliminated in the first round.

Joined by Faber and Chris van der Weerden as his assistants, Cocu stressed his emphasis on developing players from the PSV youth ranks.

[92] He was dismissed on 28 October with the club just one point and one place above the relegation zone, following a 3–1 home loss to MKE Ankaragücü.

[98] He resigned on 11 November 2023 after a 1–3 home loss to SC Heerenveen, which saw the team at the bottom of the league with eight points after twelve matches.