Cox previously called out his colleague Jeremy Strong, stating in an interview with The Guardian that he found his acting irritating. In his 2021 memoir "Putting the Rabbit in the Hat," he criticized a number of well-known names including Johnny Depp, Edward Norton, Kevin Spacey, and Quentin Tarantino. Cox acted with Norton in Spike Lee's 2002 film "25th Hour," but he does not remember the experience of working with him fondly. He described Norton as "a real pain." "He's a nice guy, but a real pain because he thinks he's a writer and director," he said. He never worked with Johnny Depp but mentioned that he turned down the role of the governor in "Pirates of the Caribbean," which was later taken by Jonathan Pryce. He said Depp was "overblown and overrated" and expressed relief that he didn't have to work with him. Speaking about Kevin Spacey, Cox said he considers him a great talent but was much harsher when talking about him as a person. "A great talent, but a stupid man. As an actor, he was good. Sometimes a bit pushy and superficial," he said. When it comes to Quentin Tarantino, Cox said his films feel superficial. "I think his work is kitschy, it's all surface. Mechanics instead of depth. Style where there should be substance. If he called me, I would accept a role," he noted.