Billy first met Hendrix in the early part of the 1960s, when they were both in the United States Army. Cox played with Hendrix in an R&B band called the King Kasuals. The two played at clubs in Nashville, Tennessee. While in England, Hendrix asked Cox to join him in a new band; Cox said no. The spot instead went to Noel Redding.
They met again in 1969, when Hendrix asked on Cox to play bass in the experimental band "Band of Gypsys".
Billy Cox also played at Woodstock.
In 1971 Cox released his album Nitro Function.