Brand owner West Indies Rum Distillery extricated itself from a previous distribution agreement with Blavod Wines & Spirits earlier this week after a contract dispute.
Cockspur will join a W&M range that includes Dalmore, Jura and Vladivar.
W&M commercial director Shane Starkey said: "It allows us greater diversification as we now have premium rums to sit alongside our award-winning whiskies and vodkas."
WIRD chairman John Taylor said: "This partnership offers a fantastic opportunity to take the distribution of the Cockspur brand to a whole new level.
"W&M's proven track record of brand-building and comprehensive sales structure will give Cockspur a real boost and help ensure the brand reaches its true potential in the UK market."