Born in Salisbury, Southern Rhodesia, today Zimbabwe, to an English father and Swiss mother, Cox spent his childhood years in Southern Rhodesia and the United Kingdom, before moving to Switzerland where he met and married Silvia Cox (née Volet), who was born to Swiss parents in Argentina.

He is the son of Commissioner Ron Cox, who was the Salvation Army's 17th Chief of Staff from 1987 to 1991.

[3] Cox and his wife Silvia spent four years as leaders of the Salvation Army’s Southern Africa Territory, which includes work in the countries of South Africa, Lesotho, Namibia, the Islands of St Helena and Swaziland.

The High Council of The Salvation Army met on 29 July 2013 to begin the process of electing a new General.

The High Council of The Salvation Army chose Brian Peddle as Cox's successor in May 2018.