Cox was born in the Royal Oldham Hospital, later living in Chadderton, Oldham, from 1971, Cox's parents worked in Yorkshire bank, his mother as a cashier and his father as a middle-manager in the same branch.He attended the independent Hulme Grammar School in Oldham from 1979 to 1986.Cox revealed on The Jonathan Ross Show that he performed poorly on his Maths A-level: "I got a D ... I was really not very good ... I found out you need to practice." He cites a lack of interest and fledgling band commitments as the reason for the result.
Cox was awarded a first-class Bachelor of Science degree and an MPhil in Physics. After D:Ream disbanded in 1997, Cox completed his Doctor of Philosophy in high-energy particle physics at the University of Manchester. His thesis, Double Diffraction Dissociation at Large Momentum Transfer, was supervised by Robin Marshall and drawn from work he did for the H1 experiment at the Hadron Elektron Ring Anlage (HERA) particle accelerator at the DESY laboratory in Hamburg, Germany.