At the age of about 15 Cox was apprenticed to the Birmingham painter Albert Fielder, who produced portrait miniatures and paintings for the tops of snuffboxes from his workshop at 10 Parade in the northwest of the town. Early biographers of Cox record that he left his apprenticeship after Fielder's suicide, with one reporting that Cox himself discovered his master's hanging body, but this is probably a myth as Fielder is recorded at his address in Parade as late as 1825. At some time during mid-1800 Cox was given work by William Macready the elder at the Birmingham Theatre, initially as an assistant grinding colours and preparing canvases for the scene painters, but from 1801 painting scenery himself and by 1802 leading his own team of assistants and being credited in plays' publicity.