Born to an Antiguan father and a Saint Lucian mother, in Hackney, at the former Mothers' Hospital, Cochrane grew up in Edmonton, North London. Cochrane started his career at the London club Queens Park Rangers as a trainee and played for the youth and reserve teams. He made his first-team debut for the club as a second-half substitute in the final home game of the 2000–01 season versus Stockport County, however he was sent off within minutes of coming on. He was sold to non-League Hayes in the close season but in July 2003 was signed by Crewe Alexandra on a free transfer.
