3...d6 or 3...Qe7 in Petrov's defence

I always play 3...d6 in the Petrov's defence after 3.Nxe5, but is 3...Qe7 better ? It prevents the cochrane gambit.

I don't think it's better. It accelerates the development in both sides but that's not the point of playing the Petrov. It suppose you choose this defense to delay and distract somehow Whites harmonious development not to play a double edged position. After 3...Qe7 black is in bigger risk that's why 3...d6 solid nature has more preferences. The cochrane gambit is just a choice that depends in both sides how sound it will be. A well booked Petrov player has nothing to fear!

Perhaps 3...Qe7 it's more suited for speed games. Anand used to play in blitz.

Although I play the Cochrane Gambit, it's not something that black should be afraid of. At all.

Interesting. I'd never even seen the option 3...Qe7, other than mentioned as the 2nd most popular alternative to 3...d6 in the database. I just now looked it up in more detail.

I agree with Cherub: the Cochrane Gambit is regarded as marginally sound, and Black gets a good game if he plays well, so there is no need to fear it. If that's why you're considering playing 3...Qe7, then that's not wise. Statistics back this up in that White gets a 15% boost in winning percentage when Black plays 3...Qe7:

3...d6 {'Saint-Amant Defense.' #1 pop. White wins 37%.}

3...Qe7 {"Brikov Defense." #2 pop. White wins 52%.}

By going through the most popular line games from White's two main 4th moves, I was able to see why: obviously Black's queen is blocking his KB, and in *every* game I saw in this opening Black was forced to later lose a tempo moving his queen off the e7-square (often to the d7-square) to free his KB. Another problem is that because Black's Q and K are aligned on the e-file with White soon to put his rook at e1, Black is pressured into moving his QB to one of two weak squares: an ineffective pin via ...Bg4, or a passive position to block the e-file via ...Be6. Either move causes a chain reaction of small problems. Black is forced to castle queenside, pawn storm races ensue, Black is usually forced to retreat his QN, Black gets a hole in the central zone where White can plant his KN, and White usually wins.

Here are a couple example games that show what I mean, one with 4. d4, one with 4. Nf3: