When Samuel Cockey was born on 18 October 1792, in Maryland, United States, his father, Lieut John Cockey Sr, was 33 and his mother, Mary Coale, was 28. He married Sarah Cockey Ford on 23 December 1822, in Baltimore, Maryland, United States. They were the parents of at least 2 sons and 1 daughter. He died on 12 July 1859, in his hometown, at the age of 66, and was buried in Sparks, Baltimore, Maryland, United States.