Cockenzie's name derives from the Celtic, perhaps CULCHOINNICH - the nook of Kenneth - while near at hand the place name Preston shows that a religious settlement had a farm there.  A settlement of East Lothian on the south side of the Firth of Forth, Cockenzie lies between Prestonpans and Longniddry and a mile (2 km) west of Port Seton with which it now forms a burgh.  The natural harbour of Cockenzie, which served the ancient town and estate of Setoun, was more modernly improved in 1830 as a coal and fishing port.

While Salt-pans were established long ago at Cockenzie, and fishing was the main staple of business, there was also a harbour, to which was added beside it the "new harbour" at Port Seton in 1591.  The old harbour at Cockenzie was also a private port for the Lords Seton, who were later Earls of Winton, and it was to and from there that many vessels embarked to Flanders and France for trade business on behalf of the Lords Seton and the estate.  The great ship, called, "Eagle", of the 4th Lord Seton's fame, was berthed at Cockenzie in 1498-99.

The most notable affair in the life of this George, 4th Lord Seton, was his capture by Dunkirkers in the course of one of his voyages to France.  After losing all his baggage he was obliged to ransom his life from these Flemish pirates or privateers, but with the firm resolve to bide his time and punish them severely.  This he did soon after, although at great cost to himself in land and money.  On the 22nd of January, 1498, as appears in the Register of the Privy Seal, he bought a ship from the King of Scotland called the Eagle, fitted her for war, and put to sea against his enemies, slew many of them, and took and destroyed several of their vessels so that they might not molest any other.  The streamers and flags embroidered with the family arms used on this occasion, were preserved at the Seton Palace and were seen and described by Alexander Nisbet, the writer on Heraldry, over two hundred years later.

The burgh or barony of Cockenzie was created in 1591 by James VI for Robert, 8th Lord Seton before he was created 1st Earl of Winton.  He was a great builder and a wise improver of his property, especially by working on the old harbour of Cockenzie, along the most rugged part of the Firth of Forth.  It originally sheltered only small boats, but when improved by art accommodated many vessels of a much larger size.  In January, 1599, the king granted him a large charter under the Great Seal of Scotland concerning Cockenzie, which had previously been erected into a free port and burgh of barony.  Of this grant, Sir Richard Maitland of Lethington wrote in his history of the House of Seytoun, "...he built the old harbour of Ckainie, for which King James the Sixth granted him a large chartour, a free conquest, with the gift and privilidge of custome and anchorage of all ships and goods imported and exported, with all other privilidges which burgh royalls have".

David Seton was Deputy Bailliff of Tranent and Baillie of Cockenzie, having long resided at Winton Place in nearby Tranent in what was known as the hotel, the "Royal George", and was Chamberlain to Robert Seton, 8th Lord Seton and 1st Earl of Winton.  Cockenzie House was built for David Seton by Robert Seton, 1st Earl of Winton, circa 1600, as an estate residence from which to oversee the affairs of the harbour and of the local Seton estate.  David Seton is most known for his involvement in the trials of witches at Tranent.

Between 1655-65 George Seton, Eleventh Lord Seton, began to develop the harbour which was rebuilt by his father, George Seton 3rd Earl of Winton, who's father Robert built the first harbour at Port Seton.  It was called Port Seton to distinguish it from Cockenzie Harbour and thus the village of Port Seton got its name.  Later still, George, 4th Earl of Winton, rebuilt much of the works at both Cockenzie and Port Seton, which rebuilding was noted of it's time as "an great benefit to the public".

A wagonway carrying coal from Tranent to Cockenzie, was originally built by the Seton's when they were in the business of salt-making, and it was the 8th Lord Seton who improved this before 1600.  This waggon-way was eventually modernized and improved again in 1722 by the York Buildings Company, to whom modern writers of the 19th century and later have given credit to it's invention, was during the Jacobite Rebellion of 1745 the first railway to be used in warfare.

The harbour, Port Seton, opened after beign rebuilt in 1880, and constructed of concrete at a cost of £11,800, including £2000 from Lord Wemyss, has a draught at high-water of 16 feet, and covers nearly 8 acres.  The parapeted E wall, 730 feet long and 21½ feet high, with a cross-pier or 'hammerhead,' and the W breakwater, 450 feet long, from 12 to 6 broad, and 19½ high, leave an entrance 125 feet wide.  In Nov. 1881 there belonged to this harbour 35 deep-sea boats and 24 yawls, the former manned each by 7, the latter by 5, hands.