The last time they had tasted victory was on September 14 against Zebre, but Cox claims the adversity has brought the group closer together.
Gregor Hunter kicked 18 points while WP Nel crossed for a try, but it was Cox's dynamic display from second row that won most of the plaudits - including the RaboDirect PRO12 man-of-the-match award.
And the Gunners captain believes that the cobwebs have well and truly been dusted off, and warned Saturday's opponents Connacht that they want to build on their win.
"Once the rustiness was out of the side we gelled well in the second half and hopefully that can continue," he told Herald Scotland.
"Coming off five losses in the PRO12 and another two in the Heineken Cup we knew how important the game [against the Ospreys] was."
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