Cox was married to Chris Lehmann, formerly of The Washington Post, New York, and Congressional Quarterly. They divorced sometime in 2011.[12] In 2009 on an Amtrak train from New York to Washington Cox had a severe allergic reaction after eating a lentil salad. Fox News host Greta Van Susteren saw her choking and came to her aid with Benadryl, after which Cox recovered. Cox later personally thanked Van Susteren for saving her life.
In 2009 Cox also became a contributing editor for Playboy
Libs consider Playboy to be exploitation of women.