Cockenzie House was built for David Seton by Robert, 8th Lord Seton, following his Lordships elevation to the Earldom of Winton in 1600.  The burgh or barony of Cockenzie was created in 1591 by King James VI for Robert, 8th Lord Seton prior to becoming 1st Earl of Winton. David Seton himself was Chamberlain to the 8th Lord, and Baillie of Cockenzie and Deputy Baillif of Tranent and who's noted Dookit still stands beside the old parish church. David was Chamberlain to Robert, 8th Lord Seton and 1st Earl of Winton. 

Cockenzie's name derives from the Celtic perhaps CULCHOINNICH - the nook of Kenneth. Between 1655-65 George Seton, Eleventh Lord Seton, began to re-develop the harbour which was rebuilt by his father, George Seton 3rd Earl of Winton, and who's own father built the first harbour at Port Seton.