- He was awarded the A.M. (Member of the Order of Australia) in the 1995 Queen's New Years Honours List for his services to journalism and to literature.
- Uncle of Olivia Wilde.
- Brother of Andrew Cockburn, Patrick Cockburn and Sarah Caudwell.
- Son of Claud Cockburn and Jean Ross.
- Brother-in-law of Leslie Cockburn.
- Surname is pronounced "KOH-burn".
- He is survived by a daughter, Daisy Cockburn; two brothers, author Andrew Cockburn and British journalist Patrick Cockburn; niece Olivia Wilde; several nieces and nephews.
- He was raised in Ireland. He graduated with a Bachelor's Degree from Oxford University in Oxford, Oxfordshire, England. He is descended from Sir George Cockburn, an English Admiral, who helped burn down the White House in Washington D.C. in 1814 during the War of 1812. Son of Claud Cockburn, a journalist who covered the Spanish Civil War for the Daily Worker.
- Journalists Laura Flanders and Stephanie Flanders are nieces, children of his half-sister Claudia.
- Glen Osmond, Southern Australia (January 2009)
- Son of writer Claud Cockburn and Patricia Cockburn. He was the step-son of singer Jean Ross upon whom the film Cabaret (1972) was based.
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