Currently the athletic director at Vianney High School, Terry came to the school in 2003. He coached for seven years at Oakville High School and five years at Mehlville High School.

From 1982-85, he was a second baseman for Southern Illinois University – Edwardsville. In 1983the Cougars won the NCAA Division II Midwest Regional title and finished fourth in the Division II World Series. Cochran was selected to the All-World Series team. The following season, he served as captain of the SIUE baseball team. Prior to his tenure at SIUE, Cochran was an All-Conference second baseman for Jefferson College in 1981-82.

Terry played high school ball for Hancock High School, where he earned St. Louis Post-Dispatch All-Metro honors in 1980. He also played shortstop for the Economy-Fenton Post 400 team that dominated the American Legion Central Plains Regional Tournament that year. He was named to the American Legion District 10 All-Star team.

In the early 1980s, he starred in the Metro Collegiate League for the St. Louis Royals. He also toiled for Centerre Bank and the Brown Group teams. From 1985-87, Cochran played in the CYC Major League for the Sotolar Pointers. An excellent defensive infielder, he posted a lifetime .330 batting average.