The earliest mention of a Cochrane is Waldeve de Coueran who witnessed a charter in 1262 between Dugal, son of Syfym (MacSwein) to Walter Stewart, the fifth Earl of Monteith. William de Coveran is mentioned as a person of consequence in the Ragman Roll of 1296, rendering homage to Edward I of England. John de Coveran appears in 1346 as a witness in the election of an abbot of Paisley. In 1366, Goseline de Cochran is witness to several grants made by Robert the Steward to Paisley Abbey, which he assumed into his particular patronage. de Cochran appears to have been in particular favour with Robert II, as he appears frequently as a witness in royal charters of that time. William de Cochran of that Ilk obtained from Robert II a charter of the lands of Cochran, which had hitherto been held as vassals of the High Steward of Scotland. About 1350 Robert II built a castle at Dundonald in Ayrshire. It became a favourite residence of both himself and his son, Robert III both monarchs were to die there, the latter in 1406. In 1456, Robert Cochrane of Cochrane resigned the lands of Cochrane to his successor, Allan who received a charter of them from James II. Edward Cochrane (perhaps of this family) was declared innocent of having any part in the detention of King James III in Edinburgh Castle in 1482. The manor house had a tower added to it by William Cochrane of that Ilk before he died in 1594, and it then became known as Cochrane Castle. All that is left of Castle Cochrane (called Lyncliff Castle prior to Cochrane ownership) is the stone engraved with the Coat of Arms which is in a tower built on the site in the late 18th century.
The chiefship was in jeopardy, when, during the early 1600's, William Cochrane of that Ilk, had no male children. He ensured that whoever married his daughter Elizabeth be bound to assume as their own the Cochrane name and coat of arms. Elizabeth married Blair who took his wife's name and estates. The Cochranes acquired their peerage in 1647 and their son Sir William Cochrane was created the first Earl of Dundonald in 1669. At that time, the family owned the house connected to Paisley Abbey. Today this house is open to the public. It was Elizabeth's eldest son Sir John Cochrane who became a colonel for Charles I and began the recurring "fighting Cochranes", a line of chiefs who consistently served their country, both on land and at sea, with distinction. In October 1745, the seventh Earl, a supporter of the Hanoverian succession, had his horse shot from under him at the West Port of Edinburgh while jacobites were in possession of the capital. After the death of the seventh Earl the descendants of Sir William's second son became the Earls. In the 17th century Dundonald in Kyle was purchased. This was a castle built by the Stewarts as a hunting lodge in the 12th century. Today all that remains is the castle keep (jail). It is from this ruin that Auchens House was built.
"Either we come from Scandinavia direct to Scotland, settling here around 900 AD, or we arrived here from Ireland", says the 15th Earl. "Some Irish cousins have discovered a Prince of Ulster in 600 BC who was supposedly called Cochrane, but I think that is probably very fanciful. Anyway, we are not sure whether the family came to Scotland first and then to Ireland, or whether they came to Scotland from Ireland. One way or another, we have a very strong connection with Northern Ireland."
The book "Clan Septs and Regiments of the Scottish Highlands" mentions that some MacEacherns, on going to the lowlands, adopted the name Cochrane. The MacEacherns were a sept of clan Donald and therefore the Cochrane family has been erroneously called a sept of clan Donald in some sources.