John Cockburn was born in about 1620, the third son of William Cockburn of Choicelee and Sybilla Sinclair. A military career would have been a common choice for a son who stood little chance of inheriting his father's property. Quite possibly Cockburn fought as a mercenary in the 30 Years War along with thousands of other Scotsmen. Many Scottish officers, such as Leven, David Leslie, James Hamilton, 1st Duke of Hamilton and William Baillie, gained military experience and a strong reputation in the army of Gustavus Adolphus of Sweden. Thus a body of experienced Scottish soldiers became available to the Parliament of Scotland during the Bishops' Wars (1639–40) and during the First English Civil War.