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.
