In 1674, apparently on the advice of his uncle John, he made an imprudent marriage to Mary Bourne, a girl of fifteen, whose family he later claimed had grossly deceived him as to the size of her dowry.

Although the marriage itself was happy enough, he quarrelled bitterly with his mother-in-law about the dowry, retired to the country for a time, and then resolved to make his fortune at the Irish Bar.

He was subsequently appointed military governor of Cork and Constable of Castle Maine in 1691, and a member of the Privy Council of Ireland in 1692.

When it became clear that the Government would not honour the terms of the Treaty, Cox denounced this as a breach of trust, and was in political disgrace for a time as a result, being dismissed from the Privy Council in 1695.

This was only a temporary career setback: he became Chief Justice of the Irish Common Pleas in 1701, and was reappointed to the Privy Council the same year.

Although he maintained that as a matter of simple justice, they should receive the toleration they were promised under the Treaty of Limerick, Cox was no friend to Roman Catholics.

He fully supported the strict enforcement, and indeed the extension, of the Penal Laws, and as Lord Chancellor, he oversaw the passage of the Popery Act 1704 (2 Anne c. 6 (I)), which was generally seen as an effort to eliminate the Catholic landowning class entirely.

When Aodh Buí Mac Cruitín, hereditary poet to the O'Briens of Thomond and a representative of the Gaelic literati, in the preface of 'A Brief Discourse in Vindication of the Antiquity of Ireland', published in 1717, refuted some of the statements made in 'Hibernia Anglicana', Cox had him imprisoned in New Gate prison for one year.

Cox praised her as a very good wife while admitting frankly that he might not have married her if he had known how small her fortune was (this was the cause of a bitter family quarrel).

Cox's letters give vivid evidence of a lively and charming personality:[3] he welcomes additions to his numerous offspring, describes the pleasures of good food and drink, and his love of music and fine clothes.

In character, he was strictly honest and upright and was in general considered to be a good judge, though his prejudice against Catholics meant that he cannot have been impartial in cases raising a question of religion.