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Gertrude Cox was born in Dayton, Iowa on January 13, 1900. She studied at Perry High School in Perry, Iowa, graduating in 1918. At this time she decided to become a deaconess in the Methodist Church and worked towards that end. However, in 1925, she decided to continue her education at Iowa State College in Ames where she studied mathematics and statistics and was awarded a B.S. in 1929 and a Master's degree in statistics in 1931.

From 1931 to 1933 Cox undertook graduate studies in statistics at the University of California at Berkeley, then returned to Iowa State College as assistant in the Statistical Laboratory. Here she worked on the design of experiments. In 1939 she was appointed assistant professor of statistics at Iowa State.

In 1940 Cox was appointed professor of statistics at North Carolina State University at Raleigh. There she headed the new department of Experimental Statistics.

In 1945 she became director of the Institute of Statistics of the Consolidated University of North Carolina, and the Statistics Research Division of the North Carolina State College which was run by William Gemmell Cochran. In the same year of 1945 Cox became the editor of Biometrics Bulletin and of Biometrics and she held this editorship for 10 years. In 1947 she was a founder member of the International Biometric Society.

In 1950 she published a joint work with Cochran, Experimental Design, which quickly became a classic text.

In 1960 she took up her final post as Director of Statistics at the Research Triangle Institute in Durham, North Carolina. She held this post until she retired in 1964.

Cox received many honours. In 1949 she became the first woman elected into the International Statistical Institute. In 1956 she was elected President of the American Statistical Association while in 1975 she was elected to the National Academy of Sciences.