One of Cox's earliest roles was the Childlike Empress in the 1994 film The NeverEnding Story III. She played Diana, Princess of Wales in Princess in Love by David Greene, a film released in 1996 based upon the publication by Anna Pasternak. Cox played the character Sophie Aronnax in a remake of 20,000 Leagues under the Sea in 1997, and in 1999 she appeared as Giulietta in the film adaptation of Alegría.
Cox portrayed Princess Irulan in the 2000 Sci Fi Channel miniseries Frank Herbert's Dune and its 2003 sequel, Frank Herbert's Children of Dune.
Cox starred with Jean-Claude Van Damme in Second in Command (2006) and in 2007 was the female lead in The Riddle alongside Vinnie Jones, Sir Derek Jacobi, and Vanessa Redgrave. She starred in The Oxford Murders with Elijah Wood and John Hurt in 2008.
