So she packed her bags and headed to the Fever to link up with former Diamonds coach Norma Plummer.
But with 1.92m shooter Caitlin Bassett the preferred option at goal shoot, Cox faced the prospect of having to learn a new position at 35. She was pushed out to goal attack and struggled there, her shooting accuracy slipping to just 63 per cent.
"I was so nervous about selection initially because I've been over in Perth playing goal attack all year. I was never obviously going to be selected as a goal attack in this side, so that's tough for the selectors to get their heads around," Cox says.
"Fortunately for me they took me on experience and past performances. I was a little bit nervous at the start just trying back in to the position again, but I felt great [in the opening test] at the weekend."
Cox was named to start in her 100th test in last night's second Constellation Cup clash in Auckland, joining Australian legends Vicki Wilson, Liz Ellis and Sharelle McMahon in the centurions club.
"It is pretty special, because in Australian netball terms there are only three other players that have done it - two of whom are very good friends of mine in Liz Ellis and Sharelle McMahon, so I would love nothing more [than] to be able to join the ranks of those two in particular."
The Whangarei-born shooter, who moved to Australia when she was 6, can also lay claim to another special feat - being New Zealand's favourite Aussie netballer.
Cox is a crowd favourite in New Zealand, the 1.88m shooter always drawing the loudest cheers of the opposition team when she is announced on court.
Although one must be careful about how they express their admiration, as one veteran Kiwi commentator realised about half a second after proclaiming: "Ooohh, I love Cox!"
Her popularity here isn't simply because we can claim she is kind of one of our own. Cox's honesty and self-deprecating style make her empathetic off the court. After the former NSW Swifts captain was dragged during an ANZ Championship game due to a poor shooting performance, Cox claimed in a post-match interview: "I couldn't have hit the water if I fell out of a boat." With a career that has had its share of wild fluctuations, she has learnt to have a sense of humour about it.
At her best, Cox lifts her team with exceptional court sense and a bullet pass that can break down the best defences.
Cox made her international debut in 1997, joining a star-studded line-up that included Vicki Wilson, Nicole Cusack, Carissa Dalwood, Simone McKinnis and Keeley Devery.
It was an intimidating environment for a youngster to join - back then, the core of the Australian team had been together for years and they didn't make it easy for any newcomers.
"They were very tough on me at the start," Cox remembers. "We try not to do that so much to the young players these days, because it's quite scary, but they were really tough on me."
Cox recalls getting the ball thrown at her head on a couple of occasions - "if you didn't catch it, you learnt your lesson" - but says the experience helped harden her for international netball.
"Probably the quickest way to improve your game is to be thrown in with the big girls and you either sink or swim," she says.
"It was a pretty amazing side to be a part of and one that I really cherish, because a lot of them made me the player I am today."
Cox made her debut that year against South Africa at Challenge Stadium in Perth and that's about as much as she can tell you about her first game in the Australian dress.
"I wouldn't have a clue how well I played or what I shot or anything like that."
It was another two years before Cox got another chance to play for Australia, after a knee injury kept her out of top-level netball for a season.
Her international career has continued to follow this pattern, with injuries and lulls in form breaking up her time in the Australian team.
She admits her 100 tests have been a long time coming.
"I look at what Irene [van Dyk] has achieved - over 200 games and counting - and it's taken me 16 years to get to 100 games," she laughs.
Catherine Cox
Born: 24.05.1976, Whangarei
Height: 1.88m
Caps: 99*
Test debut: June 11 1997, v South Africa in Perth.