Cox was born in Los Angeles, California, the daughter of Meredith and Terry Cox, who is a personal manager. 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. She began acting at the age of ten, making appearances in several movies and guest starring on shows such as Baywatch, Webster, California Dreams, Star Trek: The Next Generation, Blossom and Ghost Whisperer. She also starred in General Hospital from 1993 to 1995. She apparently appeared in the Badder section of Michael Jackson's Moonwalker.