Cox helped arrange for buses to take constituents to the "Save America March" in Washington, D.C., on January 6, 2021. He sent a tweet from the event about the then Vice President Mike Pence saying, "Pence is a traitor." In response to the backlash from this, Cox tweeted and retweeted false allegations that antifa started the riot, which he then compared to other protests against Brett Kavanaugh's Supreme Court confirmation hearing in 2018, and the George Floyd protests in Washington, D.C., in the summer of 2020.