Cox spent three seasons at The Hawthorns - which turned out to be Ashworth's final three campaigns before he was poached to join the England set up.
Ashworth was credited in playing a big part in shaping West Brom into a solid Premier League side - and has gone on to become one of the most sought after technical directors in the game.
And Cox has revealed some of the things Ashworth would do for Albion's players away from the pitch - that set him apart from others.
Speaking on the latest episode of the Baggies Broadcast, which is set to be released on Thursday, the former Republic of Ireland striker said: "He was brilliant, he was the go to man and the face of the club with Jeremy (Peace) back in his office at the ground.
"Anything you needed you would go to him, and if he could do it he would, if he couldn't, he would say he couldn't.
"It was little things, for example while I was away on holiday one year my house was burgled.
"He was the first one at the door with the police, and that shows the humility of the back, he looked after players.
"I've got loads of time for Dan, and it is great to see what he has one on to do, not just at one club.
"He did it at Brighton, he's going it at Newcastle, he played a big part in what England have done, it is just amazing."
The latest guest episode of the Baggies Broadcast is set to be released on Thursday - and is available on Soundcloud, Apple and Spotify.7
Check out the previous episode of the Baggies Broadcast guest series with Andy Johnson: