Cox was born in Kissimmee, Florida and moved to Australia with his family at age one. In Australia he lived on a large cattle ranch, before returning to America as an adult.
Cox began training horses at age 7. As an adult, he has trained mustangs for the Bureau of Land Management. He gives clinics in the United States and has competed in cutting horse competitions. He has won Road to the Horse four times, making him the only trainer to do so.