Cox studied engineering at Oklahoma State University, graduating in 2014. While studying, he started playing basketball as a hobby. He initially joined the Oklahoma State Cowgirls' "scout team" to simulate Brittney Griner, former Baylor University basketball player. After being noticed by former head coach Travis Ford, he was asked to join the university's men's basketball team as a walk-on. He played a total of 57 minutes for the Cowboys, scoring seven points. One of his highlights while playing NCAA Division I basketball was shutting down future National Basketball Association star Joel Embiid while defending him.
Cox was invited to attend the 2014 US International Combine for potential Australian rules footballers, in Los Angeles in April 2014. After impressive performances in the skills testing he traveled to Australia for a second combine and on May 30, 2014, was signed by the Collingwood Football Club. AFL teams Port Adelaide, North Melbourne, Richmond, and Fremantle were also reported as having shown interest in recruiting Cox.