He was half-brother to Henry Octavius Coxe,[1] was educated at Norwich Grammar School, and was elected scholar of Worcester College, Oxford, in 1818, where he graduated B.A.
After for some time acting as chaplain of Archbishop Tenison's chapel, Regent Street, London, he obtained in 1841 the vicarage of Newcastle-on-Tyne.
From 1845 till he left Newcastle he received an annual supplement of five hundred guineas to his income, subscribed by his parishioners.
In 1853 he obtained the archdeaconry of Lindisfarne with the vicarage of Eglingham, Northumberland, annexed; and in 1857 he was appointed canon of Durham.
Coxe was a strenuous opponent of latitudinarianism in doctrine and practice, and upheld the rights and privileges of the clergy.