Cox was a pupil of Carolus Duran and of J.L. Gérôme in Paris from 1877 to 1882, when he returned to New York City, subsequently teaching with much success in the Art Students' League. Among the better-known examples of his work are the frieze for the courtroom of the Appellate Court, New York City, and decorations for the Walker Art Gallery, Bowdoin College, Brunswick, Me., and for the capitol at St. Paul, Minn. He was the author of several books in which he generally argued against new movements in art and advocated what he termed “the classic point of view.”