Di Cocco was born in Fontechiari, in Frosinone, Italy, and moved to Canada at a young age. She was educated at the Royal Conservatory of Toronto, and worked as a music teacher before entering political life. She is also the author of a work entitled One By One ... Passo Dopo Passo, chronicling the history of the Italian community in Sarnia from 1870 to 1990. In 1989, she founded the International Wine Gala.
Di Cocco served as a city councillor in Sarnia from 1997 to 1999. She was elected to the Ontario legislature in the Ontario general election of 1999, defeating incumbent Progressive Conservative Dave Boushy by almost 3000 votes in Sarnia--Lambton. The Progressive Conservatives won the election, and Di Cocco served as her party's critic for Culture, Recreation and Heritage for the next four years. She also became known for her promotion of local environmental issues. In 2002, she was awarded a knighthood (Cavalieri) by the Republic of Italy.