Surveyed in the early 1870s Cockburn sits on the Barrier Highway on the New South Wales Border. Before Federation it was a formal stock crossing point into the colony of South Australia and a police check point. It was linked by rail with both Peterborough SA and Broken Hill NSW in 1887. The rail connection to Broken Hill was originally managed by the Silverton Tramway Company. Cockburn also sat at the southern end of the informal ‘Border’ stock route that brought cattle, and sometimes sheep, down the State border from Cooper Creek and the Queensland channel country.
Cockburn is joined across the border by the NSW township of Burns and the combined settlement of about 30 residents regard Broken Hill 32 km east as their regional centre. The townships are within sight of the Thackaringa Hills.
There is a historic hotel, an Internet centre and a police presence at Cockburn.