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Cockpit country is made of limestone. Limestone is formed under the sea by the accumulated skeletons of sea-dwelling creatures such as molluscs and coral.

The formation of Cockpit Country started about 15 million years ago when Jamaica emerged from the sea. The faulted limestone plateau rose to about 600m (2,000ft) above sea level. Erosion of this plateau formed the regular array of round-topped, conical hills and sinks that is the type location for cockpit karst.

There are at least two theories as to how cockpit karst forms.
The "solution" theory proposes that heavy tropical rainfall washing through a fissured limestone plateau over millions of years dissolved and eroded the fissures and washed the debris through the sinkholes eventually out to sea.
The "collapse" theory maintains that the formation and subsequent collapse of cave systems is the primary mechanism for cockpit karst formation.

Interestingly, a typical cockpit seems to have five sides (see above), though others have five, six or more.
There is no convincing explanation for this.