Cox was born in 1886 in the Lawrenceville neighborhood of Pittsburgh, growing up in an unparalleled period of industrial expansion. He began as a cab driver and steelworker, working his way through Duquesne University. He next entered Saint Vincent Seminary in Latrobe, Pennsylvania and was ordained in 1911. From 1917 to 1919 he served in World War I as chaplain at Mongoson, France. Cox died at age 65 in Pittsburgh on March 20, 1951; he is interred in Calvary Cemetery in the city's Hazelwood neighborhood.