Cox's career as an entertainer started at the age of four, as she appeared as a dancer in several ballet productions and TV specials. At the age of ten, she got into acting, as she made appearances in several movies, and guest starred on shows such as Baywatch, California Dreams, Star Trek: The Next Generation and Blossom. She starred on General Hospital 1993–1995.

Her appearances on various TV shows would lead to her first prime-time starring role as Tiffany Malloy on the sitcom Unhappily Ever After, which ran on the WB 1995–1999. With her good looks, buxom figure, and her character's penchant to wear revealing outfits, many viewed her as the only reason to watch a sitcom which was generally viewed as a Married... with Children ripoff. (In one interview she described Tiffany Malloy as "Smart, virginal, and dressed like a cheap hooker.")

After Unhappily left the airwaves, she would portray former prostitute Taylor Clayton on the sitcom The Norm Show and star as Nikki White in Nikki, a sitcom vehicle that would only last for less than two seasons (2000–2002). She currently stars as Mary Connell on the tv drama Las Vegas. On May 20 and 23, 2005, her Las Vegas character crossed over to NBC's cult-favorite soap opera Passions to coincide with the arrival of two new characters introduced on Las Vegas.

After being romantically linked to Kevin Connolly, who played her brother on Unhappily Ever After, Cox was engaged in 1999 to Bobcat Goldthwait, a comedian more than 15 years her senior, who played the voice of Mr. Floppy, a stuffed bunny, on Unhappily Ever After. She was later linked to her Las Vegas co-star Josh Duhamel. Cox confirmed on the January 2, 2006, edition of the morning talk show Live with Regis and Kelly that she is in a relationship with comedian/actor Jay Mohr. The couple are now engaged to be married in a ceremony to take place in late 2006.