Cockeysville is a census-designated place in Baltimore County, Maryland, United States. The population was 20,776 at the 2010 census. Cockeysville was named after the Cockey family who helped establish the town. Thomas Cockey settled in Limestone Valley in 1725 at Taylor's Hall. Joshua Frederick Cockey built one of the first homes in the area in 1…Cockeysville is a census-designated place in Baltimore County, Maryland, United States. The population was 20,776 at the 2010 census. Cockeysville was named after the Cockey family who helped establish the town. Thomas Cockey settled in Limestone Valley in 1725 at Taylor's Hall. Joshua Frederick Cockey built one of the first homes in the area in 1798 and built the first commercial structure, a hotel, in 1810 in what would become the village of Cockeysville. His son, Judge Joshua F. Cockey, was a lifelong resident in the village. As a businessman before being appointed as judge, in the 1830s he built the train station and accompanying commercial buildings.