During the Spanish Civil War, Cochrane served as a member of a British Ambulance Unit within the Spanish Medical Aid Committee. In World War II he joined the British Army and was captured during the Battle of Crete and subsequently worked as a Medical Officer at Salonika (Greece) and Hildburghausen, Elsterhorst and Wittenberg an der Elbe (Germany) prisoner of war camps. His experience in the camp led him to believe that much of medicine did not have sufficient evidence to justify its use.