While in Leiden, Francis and Hester were members of the local French Walloon church. In 1606, they left Leiden for Norwich, England, where they joined another French Walloon church, however, they returned to Holland in 1607, possibly because of religious persecution. Between 1611 and 1618, the Cookes became members of the Pilgrims' Separatist church in Leiden.
In 1620, Francis and son John embarked on the Mayflower, leaving Hester and their younger children behind to follow when the colony was settled.
Francis Cooke died in 1663 in Plymouth. In 1651, fellow Pilgrim William Bradford wrote of him: "Francis Cooke is still living, a very old man, and hath seen his children's children have children. After his wife came over with other of his children; he hath three still living by her, all married and have five children, so their increase is eight. And his son John which came over with him is married, and hath four children living."