Cox was born in Deritend in Birmingham, the son of a blacksmith. He was apprenticed to a maker of fancy articles and soon learnt to paint miniatures. He was next employed as scene-painter in the theatre. It was then that he took up watercolour painting for which he became famous. Cox lived in Hereford and London between 1804 and 1840, returning to Birmingham to live in Harborne.
Several of his works are in Birmingham Museum & Art Gallery.