Cockeysville was named after the Cockey family who helped establish the town. Thomas Cockey (1676–1737) settled in Limestone Valley in 1725 at Taylor's Hall (an area now just north of Padonia Road and east of Interstate 83). Joshua Frederick Cockey (1765–1821) built one of the first homes in the area in 1798 and built the first commercial structure, a hotel, in 1810 in what would become the village of Cockeysville. His son, Judge Joshua F. Cockey (1800–1891), was a lifelong resident in the village. As a businessman before being appointed as judge, in the 1830s he built the train station (which would be a stop on the Pennsylvania Railroad) and accompanying commercial buildings.