Thomas Cochrane was born at Annsfield, near Hamilton, South Lanarkshire, Scotland. He came of an old Scottish family, the first earl having been Sir William Cochrane (d. 1686), a soldier who was created Baron Cochrane in 1647 and earl of Dundonald in 1669. He was the son of Archibald Cochrane, 9th Earl, who is remembered as a most ingenious, but also most unfortunate, scientific speculator and inventor, who was before his time in suggesting and attempting new processes of alkali manufacture, and various other uses of applied science. The family was greatly impoverished owing to his losses over these schemes, but still possessed a good deal of interest. By the help of friends Thomas was provided with a commission in an infantry regiment.