In 1871, he became the regimental adjutant under Lt. Col. George Armstrong Custer. Cooke became close friends with Thomas Custer and was a member of the so-called "Custer Clan" or "Custer Gang", a close-knit group of Custer's friends and relatives. He was an excellent shot and one of the fastest runners of the regiment. Some of his troopers took a dislike to him and called him "The Queen's Own". He was known for his dundrearies, or long side whiskers, that he always wore.