He was born in Driftwood, Pennsylvania, the son of J. Henry, a prominent area financier and later a state senator, and his wife, Avis. His family came to Williamsport in 1885, and he went to its schools. He later attended several distinguished private schools such as Trinity College School and the Lawrenceville School. He attended college at Princeton University from 1894 to 1898 where he excelled as an athlete. He was captain of the football team in 1896 and 1897 and was named to Walter Camp's All-America Football Team as an end. One sportswriter at that time wrote of Cochran, No name is better known in American football than that of Garry Cochran." After graduation he coached football and baseball at the University of California at Berkley and at the United States Naval Academy. When Cochran returned to Williamsport he became associated with the Williamsport Wire Rope Company where he eventually became general manager of the plant. He was also a director of the Northern Central Trust Company and the Cochran Coal Company. He married Eleanor McNeely of Philadelphia in 1902. The couple had two sons and a daughter. He became keenly interested in military matters and joined the Pennsylvania National Guard. He was mustered into federal service for service along the Mexican border in July 1916 fighting the bandits of Pancho Villa until December of that year. When the U.S. entered WWI, he was again called into federal service. While sailing for France in April 1918 he contracted a severe cold while standing guard duty as an anti-submarine lookout. When he landed in France he was urged to seek medical attention but refused so he could join his unit for artillery training. Suddenly took ill and died of pneumonia on the U.S.S. Susquehanna shortly before it set sail from France the the US. He had also been diagnosed with tuberculosis.