Mansfield were off the pace throughout as Bury outclassed Stags to leave the One Call Stadium with a comfortable 4-1 win.
But, despite the poor nature of defeat, Cox said it was important his players stayed positive.
“It was a poor performance and we cannot hide from that fact. Bury were better than us in all areas and we have to accept that,” said Cox.
“I want to see a response after Tuesday, I can’t make any promises but my players are normally good at giving a response.
“We all want the same result, we all know what is at stake and we are all focused and pulling in the same direction.
“We have got some big games coming up and we cannot do anything about Tuesday now, we just have to move on and be positive.
“We need to get some of our injured players back as we are a bit threadbare at the moment.
“There will be some twists and turns until the end of the season and we need all our players back.
“It is a tight league at the moment, there are so many teams that are even, both in terms of players and budgets. We are ready for battle and have got to earn the right to win games.
“We want to finish the season strongly and in a good position.”
The midweek defeat leaves Stags just six points ahead of Northampton, who have a game in hand, in the final relegation place.
Mansfield have won three of their last 13 matches, but have not won away since they beat Exeter 1-0 on 4th January.