Following Samantha Murray's gold in Florida, Cooke produced a series of consistent performances across the four events and managed to overhaul Egypt's Amro El Geziry to take victory.
Cooke, a former world junior champion, went into the riding competition in third place – with teammates Joe Choong fifth and Joe Evans 15th – and produced a time of 1:59.21 and went clear with four time faults.
That gave him the impetus to push for victory and, after taking gold, performance director Jan Bartu could hardly contain his joy.
French breaks world record in modern pentathlon World Cup return
"I can't remember us doing this before," he said. "It is a first to win both individual golds. We are all over the moon and it’s fantastic.
"Jamie put in one of his best fencing competitions ever and that set him up. That was a major, major breakthrough for him.
"He rode very well too. He was composed and technically solid."
The win for Cooke followed Murray's gold and Kate French's bronze a day earlier and Bartu believes is sets the team up perfectly for a busy year.
"These results far exceeded our expectations", said Bartu. "They show that the athletes and the coaching and support teams are on track in preparations for the Rio Games.
"There was a strong field here and some strong results for emerging nations like Guatemala. That can only be good for the sport."
© Sportsbeat 2015
GB’s Choong and Cooke finish without a medal in modern pentathlon
GB women end winning run in Olympic modern pentathlon competition