Cockrell's family moved to Birmingham when she was 8 years old. Her father, a long-time superintendent of the Birmingham Water Works, served in the Spanish-American War and brought back cloth and craft pieces as souvenirs of the Philippines, which inspired in Helen a life-long interest in collecting.
Helen attended Pleasant Valley School and was a member of the second graduating class of Shades Cahaba School in 1923. She attended Wheeler Business College and worked as a secretary at numerous Birmingham firms including the Tutwiler Hotel and Southern Natural Gas. She retired in 1971.