 On 14 October 1914, at the age of 33, he married Edith Victoria Borella in Los Angeles, a 24-year-old film actress born in Switzerland of Swiss parents.Borella, who also used the screen names of Eda, Ada and Aida, had played minor parts alongside Coxen in films such as "Restitution", where Winifred Greenwood played his love interest.Edith Borella Coxen died in Los Angeles on 6 March 1974

On 21 November 1954, Coxen died at his longtime home, 464 N Manhattan Place, Los Angeles.