Cox has voiced his concerns about Brexit saying he feels it is a "weakening of our interaction with our neighbouring countries" and that "it cannot be the right trajectory." On 23 June 2018, the People's Vote march was held in London to mark the second anniversary of the referendum to leave the European Union. Cox tweeted that, "if [a people's vote were] held on known exit terms and leave commanded majority, I'd back it as settled, informed decision. That's my argument for having one."