Cox was promoted to coaching Tulane's linemen in 1929, and became the head coach before the 1932 season. He compiled a 28–10–2 record as head coach of the Green Wave. His 1934 team went 10–1, won a share of the Southeastern Conference championship, and defeated the Temple Owls in the Sugar Bowl.
Cox's coaching career with Tulane saw him rise from coaching offensive line to becoming head coach, leading them to a successful record of 28–10–2 during his tenure. His 1934 team achieved an undefeated season (10-1), shared the Southeastern Conference championship, and defeated Temple Owls in the Sugar Bowl.