The three-time Olympic medallist in trampoline has mentored teammate Rosannagh MacLennan to the point where the newcomer is on a world level with Cockburn.
Cockburn is no diva and her generosity is to Canada's benefit.
Both women are strong medal candidates at the Olympics on Saturday.
"Our friendship has evolved over so many years," the 31-year-old Cockburn said Monday following a training session at Greenwich Academy Training Hall. "I met her when she was eight years old. She was this little cute girl in my club who I thought was really good and really cute. She got better and better and made the junior team and that's when I was talking to her more."
"She was training alongside me and I tried to give her tips and things like that. When she made the senior team we started travelling together and rooming together. Even though there's years between us, we get along great.
Cockburn says she and her teammate are competitive but ''it's healthy."
"I give her a bit of experience and calm her down," said Cockburn. "She gives me her youthful excitement and energy."
MacLennan, who's eight years younger, followed Cockburn's lead in training and in competition.
"Karen and I, especially when we started training together and became training partners, she's always been someone who has pushed me and someone I always chased," MacLennan said. "Now we're definitely, hugely supportive of each other and pushing each other.
"Even at the qualifications we had at worlds, we roomed together and there would be moments when one of us would get really nervous and the other would be able to calm her down and vice versa. Sometimes we'd both get nervous and we'd have to step back and say 'OK, the sun will rise tomorrow.' It's definitely helpful to have a friend and a close relationship with someone going through the exact same thing."
Cockburn, from Stouffville, Ont., and MacLennan of King City, Ont., train at the Skyriders Trampoline Place in Richmond Hill, Ont., along with 2008 Olympic silver medallist Jason Burnett of Nobelton, Ont. The men's competition is Friday.
Coach Dave Ross has an embarrassment of riches with which to work.
"They can feed off each other," Ross said. "A lot of gyms in the world have one Olympian. With three athletes in my club, they can all joke around with each other and feed off each other. The girls see each other train well and say 'Well, I have to be better than that.'
"I think Rosie has helped Karen get better this summer. When Karen sees Rosie training well she realizes 'Oh, I have to be better.'"
Cockburn and MacLennan said "we" a lot Monday, even though their event in London is individual. They've have won multiple World Cup and world championship medals together in synchronized trampoline, which isn't an Olympic event
Cockburn is Canada's Ms. Reliable at Olympic Games. She won bronze when trampoline made its Olympic debut in 2000 and added silver medals in 2004 and 2008. She can keep pace with diver Emilie Heymans here as the only Canadian summer athletes to win a medal at four straight Games.
MacLennan, 23, parlayed a bronze medal at the 2007 world championship into joining her mentor on the Olympic team the following year in Beijing. She finished seventh in her debut.
The Canadian women qualified two spots for the Games at last year's world championship with MacLennan earning silver and Cockburn finishing fourth.
MacLennan won a test event in London in January. She was first at the most recent World Cup ahead of second-place Cockburn. Cockburn is ranked third and MacLennan No. 5 in the world coming into the Games. All that is to say, one or the other, or both, could land a medal Saturday.
"We both know obviously both of us on the podium no matter which way, we would be delighted and super-happy," Cockburn said. "It would be a fairytale ending, but you can't control those things. We're hoping we each do great performances and each other does great performances."
Cockburn expected to phase herself out of the sport after 2008, believing her knees wouldn't hold up for a fourth Games. She and husband Mathieu Turgeon, a trampoline bronze medallist in 2000, were thinking about having children. But then Cockburn watched the 2010 Winter Olympics in Vancouver on television.
"I was super motivated by the Games and said 'I want to go again,''' Cockburn explained. "I thought that's when I'd start a family and my husband was like 'If you have any inkling wanting to go, you go and do it.'"
MacLennan sustained a concussion in May while training, just prior to the national championship. She missed a landing hard and slapped back onto the trampoline. The timing of it was alarming with the Olympics only a few weeks away. MacLennan had to be cautious upon her return to training not to strike her head again.
"There were definitely some challenging moments," MacLennan recalled. "You kind of make the best of your situation. Obviously there was some concern if I fell again and that could put me out longer, but we've been really careful in getting back to where I needed to be."
Cockburn helped her young teammate manage the stress of the injury using her own experience.
"I've never had a concussion so I couldn't relate in that way, but I have had major injuries that I've had to come back from," Cockburn said. "She's never had a major injury. For her it was 'I want to train, I want to train.' I'm like 'You don't need to train. You have all the training behind you. You could take three months off, (train) for a month and you would probably be fine,' because she has so many years.
"But she doesn't know that. I tried to tell her she's been training since she was eight. I just tried to always calm her down."