McCook was born in Canonsburg, Pennsylvania, the son of a local attorney, Daniel McCook and Martha Latimer McCook. He was one of an evantual twelve children (nine boys and three girls). In 1826 the family moved to New Lisbon, Ohio, and then to Carrollton. He graduated from Ohio University and subsequently studied law with Edwin M. Stanton, and afterward became his partner. He served as an officer in the 3rd Ohio Infantry Regiment throughout the Mexican War, and returned from the war as its commander.