His pairing with Richard Horne led to the memorable victory over Leeds in the 2005 Challenge Cup Final in which Cooke scored the winning try to give Hull FC a 25–24 victory. Hull FC reached the 2006 Super League Grand final to be contested against St. Helens, and Cooke played in his side's 4–26 loss. On 22 July after being given a franchise for Super League from 2009 to 2011 Salford City Reds coach Shaun McRae said he would be interested in speaking to Cooke with an intention of him joining his side, Cooke and McRae worked together at Hull FC earlier in their careers, though Cooke did not go on to play for the Salford City Reds. On 19 April 2007, BBC Look North announced that Paul Cooke was to walk out on Hull FC to join cross city rivals Hull Kingston Rovers. Cooke was born in East Hull where Hull Kingston Rovers are based and supported the club as a youngster. He played his last game for Hull FC against Bradford Bulls that night. The saga was based around Cooke's frustration at being on a lower wage than other established stars at Hull FC. Asking the board for a pay rise, the request was denied. With Hull FC refusing to increase his pay, Paul Cooke walked out on Hull FC and signed for Hull Kingston Rovers. On 23 April 2007, it was announced that Cooke had signed a three-and-a-half-year deal with Hull Kingston Rovers, taking effect immediately. The Rugby Football League initially blocked this transfer stating that his registration remained with Hull FC. Some confusion followed amid allegations that he had never signed his contract with Hull FC, despite local media reports at the time to the contrary. However the move went ahead and he duly turned up playing for Hull Kingston Rovers the following week. In November 2007 a RFL tribunal found Cooke guilty of misconduct for approaching Hull Kingston Rovers while still under contract to Hull FC. His punishment included a ban that ruled him out of the first six games of the 2008 season. Following the tribunal decision Hull FC chief executive James Rule said "We will now take time to consider our next steps with regard to potential future civil action" suggesting the Cooke transfer saga may be far from over. However it appears to have died down, and by the end of the 2009 season Cooke had settled into the Hull Kingston Rovers team, making a major contribution to his team's next 2 Super League finishes of 7th and 4th. Wakefield Trinity Wildcats signed Paul Cooke from Hull Kingston Rovers until the end of the 2010–11 season, the 28-year-old /, who made a controversial move from Hull FC to Hull Kingston Rovers in 2007, had been out of favour at Hull Kingston Rovers that season. Cooke made his début with Wakefield Trinity Wildcats against Salford City Reds on Sunday 21 March 2010, and made his full début in the 36–16 defeat at Warrington, and his first full home game when Wakefield Trinity Wildcats won 19–6 against neighbours Castleford Tigers. It was in that game when Wakefield Trinity Wildcats fans realised Cooke's true potential and part in the team. Cooke had the option to earn a deal for next season, whether that was at Wakefield Trinity Wildcats or another club. On 12 January 2012 Cooke signed for Championship 1 side Doncaster, after fans and sponsors agreed to pay half his salary. He combined playing for the club with a full-time job in their development department. He has also signed as a backs coach for Doncaster Knights, the town's rugby union club, for the 2013/14 season. Paul Cooke made his début for Featherstone Rovers on Sunday 28 June 2015, and he played his last match for Featherstone Rovers during the 2015 season. As of 2016, he is a coach with Super League side Leigh Centurions.