The son of a diplomat, Cockburn was born in China in 1904.
After obtaining a degree from Oxford University he became a journalist with The Times. He worked as a foreign correspondent in Germany and the United States before resigning in 1933 to start up his own newsletter, The Week.
Under the name Frank Pitcairn, Cockburn also contributed to the British Stalinist Daily Worker. In 1936, Harry Pollitt, the General Secretary of the British Communist Party, asked him to cover the Spanish Civil War for the newspaper. When he arrived in Spain he joined the Fifth Regiment so that he could report the war as an ordinary soldier. While in Spain he published Reporter in Spain.
Cockburn was attacked by George Orwell in his book Homage to Catalonia (1938). Orwell accused Cockburn of being under the control of the Communist Party and particularly critical of the way Cockburn reported the May Riots in Barcelona. Cockburn helped spread the fabrication that Hitler and Mussolini had planned the revolt, leading to the the suppression and sellout of the Barcelona revolt. The POUM was declared illegal in June 1937 and party leader Andres Nin was seized, tortured and murdered by agents of Stalin's secret police, the GPU, which had set up its own network of prisons. Thousands of POUM members, anarchists, and left-wing Socialists were arrested or killed.
According to the editor of a volume of his writings on Spain, Claud Cockburn formed a close personal relationship with Mikhail Koltsov, "then the foreign editor of Pravda and at that time, in Cockburn's view, 'the confidant and mouthpiece and direct agent of Stalin in Spain'."
During the Second World War, Cockburn was a strong opponent of appeasement and the government banned The Week. The journal ceased publication shortly after the war.
In 1947, Cockburn moved to Ireland but continued to contribute to various newspapers and journals, including a weekly column for the The Irish Times.
Among his novels were Beat the Devil (originally published under the pseudonym James Helvick), made into a well-known film directed by John Huston with script credit to Truman Capote, The Horses, Ballantyne's Folly, and Jericho Road.
He also published several other books including Bestseller, an exploration of English popular fiction, Aspects of English History (1957), The Devil's Decade (1973), his history of the 1930s, and Union Power (1976).
His first volume of his memoirs were first published as In Time of Trouble (1956) in the UK and as A Discord of Trumpets in the US. This was followed by Crossing the Line (1958), and A View from the West ' (1961). Revised, these were published by Penguin as I Claud in 1967. Again revised and shortened, with a new chapter, they were republished as Cockburn Sums Up shortly before he died.
Claud Cockburn was married three times, to Hope Hale Davis, with whom he fathered the late Claudia Flanders, to Jean Ross (part model for Christopher Isherwood's Sally Bowles,) with whom he fathered the late Sarah Caudwell Cockburn author of detective stories, and to Patricia Cockburn, (who also wrote an autobiography, Figure of Eight) with whom he fathered Alexander, Andrew, and Patrick, all three of whom are also journalists.