- A sermon preach'd at Westminster-Abby, March the 8th, 1710/11, the anniversary of the Queen's inauguration. By John Cockburn, D.D.
- The dignity and duty of a married state: in a sermon, preach'd at the celebration of a marriage, in the English Episcopal church at Amsterdam. By John Cockburn, D.D.
- The unfortunate Englishmen: or, a faithful narrative of the distresses and adventures of John Cockburn, and five other English mariners, viz Thomas ... Holland, Richard Banister, J The third ed
- The Unfortunate Englishmen; Or, a Faithful Narrative of the Distresses and Adventures of John Cockburn, and Five Other English Mariners, Who Were Taken by a Spanish Guarda Costa and Set on Shore at Po
- A short history of the revolution in Scotland. In a letter from a Scotch gentleman in Amsterdam to his friend in London.