After retiring from the NHL in 1937, Cook turned to coaching and became the head coach of the Providence Reds in the International-American Hockey League (IAHL; later the American Hockey League, AHL). He guided the Reds to a record and a first-place finish in the Eastern Division, as well as a Calder Cup championship after the Reds defeated the Syracuse Stars. Following the 1938–39 season, Cook was named to the IAHL/AHL All-Star team for the first time of four consecutive seasons. In 1942, Cook served as coach of the Eastern Division team at the first AHL All-Star Game. He coached the Reds for six seasons, until 1942–43. The Reds won three division titles and a second Calder Cup in 1940. Occasionally pressed into playing duty, Cook also appeared in 37 games for the Reds over that time, and recorded what ultimately was his final professional goal, the game-winner in a 3–2 victory over the New Haven Eagles on December 17, 1942.