Cox exhibited regularly at the Royal Academy from 1805. His paintings never reached high prices, so he earned his living mainly as a drawing master. His first pupil, Colonel the Hon.H. Windsor (the future Earl of Plymouth) engaged him in 1808, Cox went on to acquire several other aristocratic and titled pupils. He also went on to write several books, including: "Ackermanns' New Drawing Book" (1809); "A Series of Progressive Lessons" (1811); "Treatise on Landscape Painting" (1813); and "Progressive Lessons on Landscape" (1816). The ninth and last edition of his series "Progressive Lessons", was published in 1845.