After a bright start to the season the Gunners endured three RaboDirect PRO12 defeats against Leinster, Newport Gwent Dragons and Treviso that has seen them slip to ninth in the table.
That has been followed by two poor displays in Europe - a 45-0 reversal at home to Saracens and a 33-0 loss to Munster - and Cox insists the players must respond.
"It is 100 per cent the players' responsibility," Cox, who will line up against Scarlets on Friday, told the Scotsman.
"The coaches are doing their bit the same as they were in the first few weeks when we were going well.
"We are getting all the information. It's about keeping hold of the ball in contact. No coaches can give you any extra information or anything revolutionary on that.
"We are just not doing the simple things well and that has to fall at the players' feet.
"There is a definite guilt with the players at the moment that it might be the coaches that are seen to be responsible when, deep down, it is us who are taking the field and making the mistakes."
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