Cox, 52, took to Twitter to honor the late transgender actress.
“My heart goes out to anyone who was lucky enough to know Alexis,” she wrote. “We will love and miss you forever.”
Cox was previously married to Alexis’ brother David Arquette for 14 years.
David, 45, also took to Twitter to share his own message.
“Thank you all for your love and kind words about Alexis,” he captioned a picture of the two. “My hero for eternity.”
Alexis, who starred in The Wedding Singer, died Sunday morning at age 47.