Rox began his studies in Berlin and continued them at the Academies Julian and Colarossi in Paris. He came to the United States in 1938 and, the following year, joined the faculty of Mount Holyoke College in Massachusetts. At his retirement from that institution in 1964, he was the Mary Lyon Professor of Art. In 1954, he received a Guggenheim Fellowship.
Rox was perhaps best known for his whimsical sculptures made of fruits and vegetables, many of which were used to illustrate children's books and greeting cards. A number of these were featured in an animated section of MGM's movie "Strike Up the Band" (1941).
In a more serious vein, Rox executed a figure of Saint Joan of Arc for the Liturgical Arts Society in 1948 and a bust of Edward A. Filene, founder of the Boston department store, for the Merchandise Mart in Chicago. A version of the former work won the National Academy's Watrous Gold Medal in 1952 (cat. no. 26). Rox was a member of the National Sculpture Society, the Springfield Art League, and the New England Association of Contemporary Sculpture.