"He has done a decent job. He was under a lot of pressure when he came," said Cox. "The players were disappointed that Ray [Lewington] went.
"But from day one his man management has been very good. He has put a smile on people's faces, been full of enthusiasm and that rubs off on the players.
"I've learned a few things off him. Tactically, he is good. If the game's not going right after five minutes, he's not afraid to change things around. He won't wait for half-time like a lot of people."
Cox is hoping to find another Championship club after six years at Vicarage Road.
"He was happy for me to stay and be a bit-part player but I want first-team football," said Cox. "I have been told I can leave on a free transfer. I've had one or two offers already."
Also released are club captain Sean Dyche, full-backs Jermaine Darlington, Jack Smith and Paul Mayo, Bruce Dyer, Andy Ferrell, Omari Coleman and Jason Norville.
Cox, Dyer, Darlington and Dyche are set to get run-outs for the final time in Sunday's home game against West Ham.
