He was also the first Massachusetts governor to use radio, when he broadcast live from the Eastern States Exposition on September 19, 1921, at the debut of station WBZ in Springfield.

[4] Cox entered politics soon after opening his practice, winning his first race for elective office in 1908, for a seat on the Boston Common Council.

His victory over John Jackson Walsh was part of a broad national win for the Republicans, including a sweep of statewide offices in Massachusetts, which was spurred by nativist opposition to Wilson administration policies on immigration.

[5] Cox contributed to the anti-immigrant sentiment in Massachusetts by characterizing discontented immigrants as a "motley array of questionable groups and influences".

He increased schooling requirements and reduced working hours for children, allowed labor unions to instigate lawsuits against employers, and improved workmen's compensation coverage.

After leaving office, Cox was encouraged to run for the United States Senate seat opened by the death of Henry Cabot Lodge.