Cox was born in Fairmount, Indiana to Quaker parents Milton T. and Martha E. Cox and grew up on their farm. He attended Earlham College for two years before transferring to Beloit College where he graduated in 1917. While at Beloit, he was a member of the Dew Drop Inn club. It was through the club that he met Warren C. Wade and his sister, Jeannette Wade, whom he eventually married. The club eventually became a chapter of Sigma Pi fraternity and Cox was initiated into the fraternity as an alumnus. In 1915 he attended a meeting in Indiana that led to the creation of the American Friends Service Committee.
