Career
He pitched for the Saint Louis Cardinals from 1983 to 1988, the Philadelphia Phillies from 1991 to 1992, the Pittsburgh Pirates in 1992, and then the Toronto Blue Jays from 1993 to 1995, when he retired. Cox pitched well in the 1985 World Series, but earned two no-decisions. He pitched a shutout in Game 7 of the 1987 National League Championship Series, and was the winning pitcher in Game 5 of the 1987 World Series.
He managed the Gateway Grizzlies, a Frontier League team based in Sauget, Illinois from 2003–2006, compiling a record of 197-175 and one league championship.
In 2008 he coached the New Athens, Illinois High School baseball team, however he resigned mid-season. Cox currently frequents clinics in the Saint Louis area, and offers pitching lessons to young players near his Freeburg, Illinois home.
In February 2009, he was named pitching coach for the Springfield Sliders of the Prospect League. On December 17, 2009, the Lancaster Barnstormers of the Atlantic League of Professional Baseball named him pitching coach for the 2010 season.