Cox attended Syracuse University majoring in the study of Films. Her first aspiration was to become a filmmaker. Cox stated in an interview,”I was always interested in the visual, but I had a baby boomer reaction and was into the immediate gratification of photography as opposed to film, which is a more laborious project.” After she had graduated she decided to use her time to photography. Cox later moved to Paris to have a career as a fashion photographer. Three years she spent working in Paris shooting photos for magazines. Cox decided to move back to New York where she worked for ten years shooting for her clients. The birth of her son in the 1990’s inspired her to focus on the fine art photography. Receiving her Master of Fine Arts at the School of Visual Arts in New York, she spent a year working with two artists Mary Kelley and Ron Clark at the Independent Study Program. She was the first pregnant woman in the program.
Cox became known for her boldness in political motivated self portraits. Her work is known for mocking figure, genre, and photography. Her main concern is celebrating black womanhood using both nude and clothed forms of woman figures and criticizes a community she sees as racist and sexist. She at times uses her own body. Her work from the very beginning had a deep concern for social issues. Cox did a lot of series photography. Crossmark: the Return to the Source was her first series.
In 1998, Cox did her first one woman show at a New York gallery. She created a superhero named Raje who led a movement to change stereotypes in a piece named “The Liberation of Lady J