David Cox was the son of a metal worker. He took drawing lessons from Joseph Barber (1757-1811) in Birmingham, after which he worked briefly as an apprentice to artist Albert Fieldler and painted scenery for the New Theatre, Birmingham. In 1804 Cox moved to London at the promise of similar employment which came to nothing.
Encouraged by English painter and draughtsman John Varley (1778-1842), Cox decided to make a living as a watercolourist and drawing master. He briefly worked at the Farnham Military Staff College and published the first series of drawing manuals in 1811. In 1814 Cox moved with his family to Hereford for a teaching position at Miss Croucher's School for Young Ladies, where he lived until 1827 upon returning to London. He retired from his teaching practice to live at Harborne, near Birmingham in 1841 where he concentrated on oil painting. In June 1853 Cox suffered a stroke that seriously affected his vision and concentration and limited the amount of new work he could undertake.
Cox first exhibited at the Royal Academy in 1805, and from 1809 until its collapse in 1812 with the Associated Artists in Watercolours, becoming its president in 1812. In 1813 he was elected a member of the Society of Painters in Water Colours (later the Royal Watercolour Society), where he exhibited almost every year until his death in 1859.