On Saturday, April 14, 1810, Cockerell left London to start on the kind of travel from which nobody returns unchanged. On the first leg of the journey down to Plymouth, he was accompanied as far as Salisbury by his recent master, Robert Smirke. Cockerell sailed as a King's Messenger, carrying despatches for the British fleets at Cadiz, Malta and Constantinople, an arrangement made for him by William Hamilton, Under-Secretary for Foreign Affairs and a firm friend of the Cockerell family. This meant that he was entitled to free passage on Royal Navy ships out to Constantinople. At Plymouth, on April 18, Cockerell duly embarked on the Black Joke commanded by Captain Cannady. During April, Black Joke sailed down the Atlantic coast, re-taking the Frances, which had been captured by the French, as a prize, and meeting Iris and Matchless, two privateers in the British service. Black Joke sailed safely through the Mediterranean by way of Gibraltar and Malta, by then held by the Royal Navy, to Constantinople, which she reached towards the end of May. On her return voyage, she was captured off Algiers by French privateers, and all the letters and sketches Cockerell had made on the voyage, and sent home with her, were lost, a foretaste of the difficulties and dangers of travel in the Mediterranean to come.

Cockerell found lodgings in Pera, the suburb of Constantinople outside the walls and across the Galatea Bridge over the Golden Horn, where all foreigners not subject to the authority of the Ottoman imperial government were required to live. He was to stay here for over three months, chiefly perhaps because it took time to acquire the passport necessary for travel in Greece and the Aegean islands organised for him by Stratford Canning, at this time secretary to Robert Adair the British Ambassador to the Sublime Porte. In the physical description which the passport carried, Canning described Cockerell as endowed with black and splendid eyes, a forehead of marble and, in sum, as Apollo himself; a joke between two friendly young Englishmen this may have been, but the portrait Ingres drew of Cockerell seven years later shows it had much truth.