The Dutch side dominated the majority of the first leg of the Champions League play-off tie versus Milan but had to settle for a well-earned draw at the Philips Stadion on Tuesday.
Tim Matavz's strike on the hour mark allowed PSV to draw level after Stephan El Shaarawy opened the scoring for the visitors after just 15 minutes.
PSV had plenty of chances to take a lead to the San Siro in a week's time but Cocu was still full of praise for his side's showing against the Italian giants.
"I'm definitely satisfied by the way we've played. We've dominated the game," Cocu said.
"From the first minute we've put a lot of pressure on Milan.
"Our defence pushed forward. We have also created a lot of chances. So I'm very happy with that."
Cocu also praised the performance of Korean veteran Park Ji-Sung, who was a constant threat to the Milan defence and is likely to play a key role in the second leg if PSV are to advance.
"I know what kind of player he (Park) is. He is the kind of player we might need during the game. That's why he was in the starting eleven," Cocu said.
"He has a good insight into the game and gets in the right positions on the pitch.
"On the wing, between the defence and sometimes even in the centre of midfield.
"He is technically gifted and is able to play together in the team. He also ensures calmness in the team."
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