"You get tested every single day and you don't quite know where you'll be tested from. Eventually that does wear at you. It's how you manage that, and how you try to put in place things that can help you."
Those defence mechanisms include spending time on his wife Alice's farm near Leighton Buzzard, and hanging out with mates who date back to his time at Bedford School.
Just about every long-serving England cricket captain has experienced fatigue after a couple of seasons, but Cook - who leaves next week for his second Ashes series in five months - is doing his best to insulate himself.
"I do talk about cricket in the pub," he says. "But I'm very lucky to have the environment I've got. It has helped me to escape the bubble of international cricket. When I had my rest during the one-dayers I didn't go on holiday. For me, the holiday has been sleeping in my own bed for two months, rather than sitting in a hotel room. I don't mind the beach, but I've been working on the farm, been shooting [Cook loves grouse hunts], been up north buying sheep. "It's amazing, even in this modern world they still all run through a pen and it's just an auction."
It must be a bit unnerving for the local farmers, especially in cricket-savvy parts of the country such as Yorkshire and Cumbria. They roll up for another day at the sheep auction, only to find themselves bidding against the England captain. Not that you will see Cook drawing attention to himself.
Barring one rocky month in 2010, when his poise wavered against the Pakistan quicks, his ascent has been silent as well as seamless. He is candid but rarely controversial, and his credentials as a team man are beyond doubt. (Unlike those of Aussie counterpart Michael Clarke, "who didn't see the value in sticking around for a chat and a laugh and a post-mortem on the day's play", as Ricky Ponting said this week.)
There is, however, a downside to being a stealth captain. England fans seem to take Cook's success for granted, despite a phenomenal record of nine wins and only one defeat. Meanwhile, Shane Warne has labelled him a boring old stick-in-the-mud.
"Cookie doesn't get the credit at all," said James Anderson this week, "because he doesn't set strange fields like Brendon McCullum. But in the dressing room, we love what he does as captain."
His unflappability is consistent with that of predecessor Andrew Strauss. And yet, according to the psychometric testing the England players have been put through, the two are very different characters.
"The results are confidential," he says. "But the guys who have got to know me would say that I tend to be pretty caring. I am certainly not a shouter, not a screamer. As a captain, Straussy was an outstanding bloke, and it's been quite hard to follow in his footsteps because of how respected he was. But I'd say we're slightly different in the way we handle the dressing room, perhaps because I'm slightly younger."
Cook's inclusive approach is likely to be tested this weekend, as the players gather at Loughborough before departing for a three-day camp at a secret location.
They will probably do something outward bound-ish in the Peak District, though the management are expected to reduce the intensity level after Anderson suffered a broken rib in a boxing bout three years ago.
"Going to that camp, or going to Ypres [as England did in 2009], or to the concentration camp [in 2010], is about growing us as a side. We have the opportunity not to be cricketers for a bit," he said.
"But I haven't done a camp as captain so it will be interesting to see whether I approach it differently."