- Enjoyed a close relationship with his Diff'rent Strokes (1978) co-star Dana Plato, partly because both their birthdays fell within the same month (with an 11-year age difference). When she was found dead of a prescription drug overdose in 1999, Cooksey served as one of Plato's pallbearers.
- Moved with his mother from Oklahoma to Los Angeles in 1980 to pursue a career singing country music. This led to an audition, and eventually a role on Diff'rent Strokes (1978).
- Has two children with wife Amber: Zoe Leigh Cooksey (born circa 1998) and Jackson Paul Cooksey (born February 25, 2011).
- Shocked Johnny Carson (c. 1982) when he sang the country song "Hey Bartender (Draw 1, Draw 2, Draw 3 More Glasses of Beer)" at age 7 on The Tonight Show (1962).
- His wife, Amber Leigh Cooksey, is an actress and make-up artist.
- Performed lead vocals in the heavy metal band Bad 4 Good, which released one album, "Refugee", on August 18, 1992. The album was written with and produced by Steve Vai, guitarist for Frank Zappa, David Lee Roth, Whitesnake, Alcatrazz, and many others.
- [August 2022] Currently teaching acting.
- His wife and his daughter sing in their spare time.
- Still remains good friends with Salute Your Shorts co-stars Michael Bower, Kirk Bailey, and Blake Sennett.
- His band Bad4Good was the opening act for super group Damn Yankees.
- Parents are Daniel Ray Allen Senior and Melody Ann Cooksey.
- He's an avid fan of the University of Oklahoma football program as he's originally from Oklahoma.
- In the mid 1990s he and friends Michael Bower and Blake Sennett tried putting a band together called Sheriff but were unable to land a record deal.
- Danny is a huge country and western fan siting Hank Williams Jr and Waylon Jennings as his favorites.
- His Salute Your Shorts cast mates Kirk Bailey and Michael Ray Bower were his groomsmen at his wedding.
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