Dr. Cockerill taught at Wesley Biblical Seminary from 1984 until 2017 where he held the post of Academic Dean and Professor of Biblical Interpretation and Theology. He is also an ordained minister in the Wesleyan Church. In the past he has served as a missionary in Sierra Leone, West Africa.
He has written a new volume on Hebrews in the New International Commentary on the New Testament series. Although replacing the classic commentary in that series by F. F. Bruce it has been well received by scholars and pastors alike. Other material by Cockerill include his Melchizedek without Speculation: Hebrews 7:1-25 and Genesis 14:17-24 and Guidebook for Pilgrims to the Heavenly City, Building Bridges or Syncretism: A Test Case each published in larger collections. He wrote Guidebook for Pilgrims to the Heavenly City in 2002.
Articles and book reviews has been written for the Tyndale Bulletin, Bulletin for Biblical Research, Journal of Biblical Literature, The Evangelical Quarterly, Journal of the Evangelical Theological Society, Interpretation, and Missiology. He remain interested in the book of Hebrews, revelation as doctrine, hermeneutics, cross-cultural interpretation and the relationship between the Old and New Testaments. In cross faith issues he studies the subject of Christianity and Islam.