He married Mary Jobe. She was the daughter of Jacob Jobe.
Their children included:
Sarah Cox (1789),
John Cox (1791),
Jacob Cox (1793),
Abigail (Abba) Cox (1799, married Nathan Jobe),
Hannah Cox (1801 married William K. Hulse),
Lydia Cox Hale (1805),
Moses Cox (1805) and
Abraham Cox.