 "Jalan Cochrane" in Kuala Lumpur was named after him and consequently Cochrane Road School, SMK Cochrane Perkasa and the Cochrane MRT station take their names from him.Cochrane married Cecile Laura Vetter (1885-1957), daughter of Carlos Vetter, on 26 July 1910 and had two children.Cochrane was the brother of Arthur Cochrane of the College of Arms, and Alfred Cochrane cricketer and writer.