Bernocchi made several charitable donations. After the Italian defeat at Caporetto in World War I, he donated to a new charity for war veterans, La Patria Riconoscente. The charity was later called the Opera Nazionale Combattenti. He gave funds for the establishment or expansion of schools and hospitals in Legnano, where two schools are named after him. He was a benefactor of La Scala in Milan. His biggest donation was five million lire to the city of Milan for the construction of the Palazzo dell'Arte, home of the Triennale exhibition, in the Parco Sempione. The pavilion, also known as Palazzo Bernocchi, was designed by Giovanni Muzio and built between 1931 and 1933. Bernocchi's brothers, Andrea and Michele, also contributed to the construction of the pavillion.