in the 68th Foot on 21 February 1797. He transferred to the New South Wales Corps on 30 September 1797, having changed places with a certain Lieutenant Beckwith, and was made paymaster on 23 June 1798.

Cox sailed for New South Wales on 24 August 1799 on the ''Minerva'', with his wife and four sons. Aboard the ship were around 160 convicts, including Joseph Holt