Peter Miles, 61, his 58-year-old wife Cynda, daughter Katrina, 35, and Mr Cockman's four children - daughter Taye, 13, and sons Rylan, 12, Arye, 10, and Kadyn Cockman, eight - were found dead at the Miles' Osmington property, northeast of Margaret River, on Friday.
They had all been shot by firearms licensed to Mr Miles.
"I still love who Peter was," Mr Cockman told reporters in Margaret River on Sunday, marking the first time he had spoken publicly about the tragedy.
"If it wasn't for him, I wouldn't have Katrina, I wouldn't have her kids.
"It's not some random guy off the street who's taken them away from me - he gave them to me and now he's taken them away.
"If it had to happen, there is no better person than that.
"Peter didn't snap. He's thought this through. I think he's been thinking this through for a long time. All the kids died peacefully in their beds.
Katrina Miles and her four children. Source: Facebook
"They looked all peaceful. How the hell Peter did that, I still can't figure out. He did a good job. He did a really good job."
Mr Cockman, who was estranged from Katrina and had been embroiled in a bitter custody dispute with her, said he had not spoken to Peter and Cynda "since they cut me off from my kids".
"Kat's mum said to me once 'You'll see. Kat will make sure you and your parents never see those kids again'.
"And I'm thinking 'wow, how the hell did I get on the wrong side of these people?' and it just got worse and worse."
He said his anger at being unable to see his children built up over recent months "to the point where I'm starting to think... 'I'll get them back someday', Peter and Cynda, that is.
"But this is not how I would want to get back at them. This is a whole new level."
Despite all of that resentment and anguish, he says he still loves Cynda too.
"She's a nice lady. She was my friend.
"Anger will destroy you. I'm sad but I'll get through this."
WA Premier Mark McGowan visited Margaret River, a tourist hotspot famed for its surf breaks and wine, on Sunday to commiserate with the close-knit community, which had "endured the unendurable".
Mr McGowan said he had spoken to Mr Cockman, who was clearly grief stricken.
"For me, this is one of the worst tragedies Western Australia has seen," the premier said.
Mr McGowan defended Australia's strict firearm laws, but said he would wait and see if the coroner had any suggestions for legislative change.
"It was a farming property - in some ways there's not much else that I can see from the outside that could have been done."
WA Police Commissioner Chris Dawson said the bodies had been removed from the property, but the investigation would be lengthy.
Mr Dawson said he would not release the triple zero call made about 5.15am on Friday, which he previously said was by a male connected to the property.
Readers seeking support and information about suicide prevention can contact:
Lifeline 13 11 14.
Suicide Call Back Service 1300 659 467.
MensLine Australia 1300 78 99 78.
Multicultural Mental Health Australia www.mmha.org.au
Local Aboriginal Medical Service details available from www.bettertoknow.org.au/AMS
