Cocca returned to Argentina in 1997 to play for Argentinos Juniors. In 1999, he went to Mexico to play for Atlas.
In his later career he had two spells with Banfield, and played for Veracruz and Querétaro in Mexico. He then returned to Argentinos Juniors in 2005. In 2006, he retired at the age of 34.[1]
On 23 December 2009, Gimnasia y Esgrima La Plata hired Cocca as its coach on a one-year deal.[4] The former defender helped Gimnasia avoid relegation from the first division during the 2009–10 season, after defeating Atlético de Rafaela in the relegation playoff. However, Cocca resigned from his managerial duties after the 8th fixture of the 2010–11 season, due to the team's bad results during the start of the season.[5]
Cocca on 21 February 2011 was named manager of Mexican side Santos Laguna after coach Ruben Omar Romano was fired for making an insulting gesture to Santos fans after a defeat against Querétaro F.C.
On 4 September 2011, Cocca was sacked from his job as Santos Laguna manager after a series of defeats.[6]
As manager of Atlas, he won the Mexican championship with the club in Apertura 2021, their first title since 1951, and again in the Clausura 2022 season.
On 10 February 2023, Cocca was named manager of Mexico, one day after stepping down as Tigres UANL manager. On June 19, 2023, following a disappointing showing at the 2023 CONCACAF Nations League Finals that included a 3–0 semifinal loss to the United States, the FMF announced that Cocca had been relieved of his duties.[7]