Born 19 March 1963, in Edmonton, Canada, to a ballerina mother and linguist father, Cox was educated locally, except for periods when his father's work led the family to postings in Nigeria, Chad and Cameroon Cox eventually graduated from school in Edmonton Canada and moved to Toronto on his own when he was 17.
At the age of 19, Cox produced his first pair of shoes, for the Toronto-based designer Loucas Kleanthous, who suggested Cox consider a career as a designer. An interest in British fashion led Cox to study at Cordwainer's Technical College, London,a design school that was absorbed into the London College of Fashion in 2000. Cox studied at Cordwainer's from 1983 to 1985.
During his time as a student in London Cox spent as much time in nightclubs as he did studying. Through his partying Cox became friends with several well known designers, such as Vivienne Westwood and John Galliano who, at that time, were emerging stars. As a result, in 1984, Westwood asked Cox to design shoes to go with her " Clint Eastwood" collection. One of the shoes that Cox created incorporated a 6 inch platform that would become the prototype of a 9 inch pair later worn by supermodel Naomi Campbell, when she famously fell during a Westwood fashion show in Paris, France in 1993.