From 1891, Cockerell gained a more solid entry to intellectual circles, working for the Society for the Protection of Ancient Buildings.

He built up the museum's collections of private-press books and manuscripts, prints, drawings, paintings (including Titian's Tarquin and Lucretia), ceramics and antiquities.

This meant a hard start, but, as he told his biographer, Wilfred Blunt, 'I was protected by poverty from marriage until I was forty.'

When he became Director of the Fitzwilliam in 1908 he identified the museum entirely with himself, and heroic indeed were his efforts to tap bequests, endowments, and death-bed legacies which would enrich it in every department.

"[citation needed] The 2003–2004 Sandars Readership in Bibliography held by Christopher de Hamel examined the life of Cockerell and his work with illuminated manuscripts, his career at the Museum, and as a private collector.