Bocage was playing professionally before 1910, early on with such bands as the Original Superior Orchestra, the Original Tuxedo Orchestra, and the Onward Brass Band. In the 1910s he played with Joe Oliver's band and with the Fate Marable Orchestra. He was with the A. J. Piron Orchestra in the 1920s, with whom he went to New York City and made a series of recordings; Bocage is credited as co-composer of some of the group's original numbers. He also played with Sidney Bechet in Boston.
Later he led a group called the "Moonlight Serenaders" and performed in the Eureka Brass Band. He was head of the African-American musician's union local.
In his later years he made more recordings and performed at Preservation Hall. Peter Bocage played at Preservation Hall in New Orleans and when asked by Sandra Jaffe to play less violin, famously replied, "Who knows more about this music, you or me?" ("Preservation Hall" by William Carter)