In the years of 1894 and 1895, Cook studied with Dvořák and John White at the National Conservatory of Music. Cook had performed professionally as a student and made his debut in 1889 in Washington, DC. His performance career as a soloist was short lived, however.
In 1890, he became director of a chamber orchestra touring the East Coast. He prepared Scenes from the Opera of Uncle Tom's Cabin for performance. The performance, which was to take place at the Chicago World's Fair in 1893, was canceled. Clorindy; or, The Origin of the Cakewalk—a musical sketch comedy in collaboration with Paul Laurence Dunbar — was the next piece he composed, 1898. It was the first all-black show to play in a prestigious Broadway house, Casino Theatre's Roof Garden. After this period, he was composer-in-chief and musical director for the George Walker-Bert Williams Company. As he continued to write, he produced many successful musicals.
Best known for his songs, Cook used folk elements in an original and distinct manner. Many of these songs first appeared in his musicals. The songs were written for choral groups or for solo singers. Some were published in A Collection of Negro Songs (1912). Later in his career, Cook was an active choral and orchestral conductor. He produced several concerts and organized many choral societies in both New York and in Washington, D.C. The New York Syncopated Orchestra—he had created—toured the United States in 1918 and then went to England in 1919 for a command performance for King George V. Among his company were assistant director Will Tyers, jazz clarinetist Sidney Bechet, Cook's wife Abbie Mitchell.
One of his last shows was Swing Along (1929), written with Will Vodery.