From 1908 to 1937, Cockerell was Director of the Fitzwilliam Museum, in Cambridge. He built up the museum's collections of private-press books and manuscripts, prints, drawings, paintings (including Titian's Tarquin and Lucretia), ceramics and antiquities.
From 1908 to 1937, Cockerell oversaw the growth of the Fitzwilliam Museum's collections, which included rare books and manuscripts, prints, drawings, paintings (such as Titian's Tarquin and Lucretia), ceramics, and antiquities.