Kum Ae An secured North Korea's first gold medal of London 2012 by beating Yanet Bermoy Acosta of Cuba with a yuko golden score in the -52kg final.
An, who knocked out Britain's
in the first round, countered a Bermoy attack to land the winning move with two minutes remaining.
Priscilla Gneto of France came through the repechage to beat Belgian Ilse Heylen to one of the bronze medals.
Italian Rosalba Forciniti won the other by beating Luxembourg's Marie Muller.
Cox, who retired from the sport following the 2004 Athens Games, made a strong start against the world number 26 in her first-round match.
But the 32-year-old North Korean, a silver medallist in Beijing, landed a Yuko with one minute and 45 seconds remaining to edge through and then went on to cause an upset against top-seeded Japanese Misato Nakamura in the second round.
Bermoy, 25, had to beat world number two Bundmaa Munkhbaatar of Mongolia on her way to the final.
The Cuban was a silver medallist four years ago, but that time in the -48kg category, and she once again had to settle for second place despite a competitive showing in the final.