As always, his team came first.
"I'm proud of this team," an emotional Cox said after the end of the Braves' season and his half-century in baseball, most of it in uniform.
"I told them that a little while ago," Cox said, struggling to speak in his final news conference as the Atlanta manager. "They played their hearts out and I'll miss them."
With those words, Cox looked down. When he looked up again, there were tears in his eyes.
The San Francisco Giants tipped their caps to Cox afterin the best-of-five NL division series.
As the Giants celebrated on the field after their 3-2 win in Game 4, Braves fans chanted "Bobby! Bobby! Bobby!"
The Braves watched from the edge of the dugout as Cox came out and tipped his cap to the fans.
The Giants momentarily stopped their brief celebration, faced the Braves' dugout and tipped their caps to Cox.
"I saw them, and I gave them a thumbs-up, too," Cox said. "... That was nice, a nice gesture by the Giants. I love (manager Bruce) Bochy. He's one of the best guys in baseball. If we couldn't win, I'm glad he did."
Giants infielder Freddy Sanchez explained why he and his teammates paid tribute to Cox.
"He's a legend in this sport. He's been a great mentor to so many people in the sport," Sanchez said. "We had to show our respect. First things first. Then we could go celebrate."
Fans cheered and applauded right after the game as a tribute to Cox was played on the video board.
Then, minutes later, Cox and his players left an empty dugout.
The toughest part of a difficult night may have been Cox's postgame talk to his players behind closed doors.
"He came in for a minute and walked out," catcher Brian McCann said. "He let us know that he appreciated that we played hard every single day. We just wish we were still playing. We played as hard as we could."
McCann called the clubhouse scene with Cox "sad, definitely sad."
"I'm gonna miss him. He's an amazing manager, an amazing person. We're all going to miss him around here," McCann said.
Cox came back in the clubhouse later, hugged pitcher Derek Lowe and then, obviously struggling with his emotions, left again.
Chipper Jones, who has been with Cox the longest of any current player, said he's never seen Cox so emotional.
"It's still hard to believe he's not going to be the manager come spring training," Jones said.
Rookie Jason Heyward said he was grateful for his one season with Cox.
Asked if Cox set the bar high for future Braves managers, Heyward said "He sets the bar for any person I'll come across."
Cox is retiring after 29 seasons as a major league manager, 25 with the Braves and four with Toronto. He managed 16 teams to the postseason.
Cox wasn't the only longtime manager to retire this year. Three of his longtime rivals - Joe Torre, Cito Gaston and Lou Piniella - also retired.
Cox finished with 2,504 regular-season wins, fourth all-time behind Connie Mack, John McGraw and Tony La Russa. He had 158 regular-season ejections, the most among managers.
He led the Braves to a record 14 straight division championships, five NL championships and the 1995 World Series. This was his first wild-card team.
Cox struggled to make plans for his first day in retirement.
"I don't know, I'm going to try to come out here," he said. "I'm not sure yet."
After more than 50 years in baseball as a player, coach, manager and general manager, Cox can look ahead to a consultant's role with the team. He says his role will be minor and will include visits with the organization's minor league players.
Cox says he's looking forward to more time with his family, but many wonder how he'll fare away from daily contact with the game. Baseball has been his life, and many close to him believed he would never walk away from the game.
He was a teenage infielder the first time he put on a pro uniform, back in the old Class C league. That was before there were domes, a designated hitter or even a Dodger Stadium.
Several years later, he was in the New York Yankees starting lineup on the day Mickey Mantle played his final game.
As the Braves turn to their search to hire Cox's replacement, he can turn his thoughts to plans for two cruises - one bought by his wife, Pam, and one by his players. Pam prepaid for a cruise for the couple next April, perhaps as insurance against Cox changing his mind.
The players gave the 69-year-old Cox one final postseason as another going away present, ending a streak of four straight years out of the playoffs. Injuries to Jones, Martin Prado, Jair Jurrjens, Kris Medlen and others left the team unable to match the Giants.
There were tributes to Cox across the NL this season, and a big celebration at home for the end of the regular season. There was a big No. 6 cut into the centerfield grass for the final series of the season against the Phillies, but that was removed for the postseason.
Baseball came first, just as Cox wanted.