Cox joined the Toronto Blue Jays in 1982, who steadily improved over the four years of his management. In 1985, Cox's fourth season with the club, the Blue Jays finished in first place in the American League East. That season, the American League Championship Series was expanded to a best-of-seven format after 16 seasons of a best-of-five format. This change ultimately made the difference when Cox's Blue Jays became only the fifth team to lose a playoff series after leading 3 games to 1 to the Kansas City Royals. He finished his stint as manager with a record of 355 wins and 292 losses regular season record.