Having multiple domains in proteins can lead to partial folding and increased aggregation. Folding cooperativity, the all or nothing folding of a protein, can reduce this aggregation propensity. In agreement with bulk experiments, a coarse-grained structure-based model of the three-domain protein, E. coli Adenylate kinase (AKE), folds cooperatively. Domain interfaces have previously been implicated in the cooperative folding of multi-domain proteins. To understand their role in AKE folding, we computationally create mutants with deleted inter-domain interfaces and simulate their folding. We find that inter-domain interfaces play a minor role in the folding cooperativity of AKE. On further analysis, we find that unlike other multi-domain proteins whose folding has been studied, the domains of AKE are not singly-linked. Two of its domains have two linkers to the third one, i.e., they are inserted into the third one. We use circular permutation to modify AKE chain-connectivity and convert inserted-domains into singly-linked domains. We find that domain insertion in AKE achieves the following: (1) It facilitates folding cooperativity even when domains have different stabilities. Insertion constrains the N- and C-termini of inserted domains and stabilizes their folded states. Therefore, domains that perform conformational transitions can be smaller with fewer stabilizing interactions. (2) Inter-domain interactions are not needed to promote folding cooperativity and can be tuned for function. In AKE, these interactions help promote conformational dynamics limited catalysis. Finally, using structural bioinformatics, we suggest that domain insertion may also facilitate the cooperative folding of other multi-domain proteins. 