Cox Lake   Be the first to submit input for Cox Lake. If you have info on Cox Lake, Benton County, Mississippi please submit it here to improve this web site.          These outdoors activities are available near Cox Lake.   Lakes Near Cox Lake: Wagner Lake, Benton County, 5 miles away Lake Arrowhead, Union County, 10 miles away   Public Lands Near Cox Lake: Wall Doxey State Park, Mississippi, 12 miles away Trace State Park, Mississippi, 35 miles away John W. Kyle State Park, Mississippi, 38 miles away Natchez Trace Parkway, Tupelo - MS, 48 miles away   Hotels Near Cox Lake: Le Brooks Inn, Holly Springs, 11 miles away Days Inn - Holly Springs, Holly Springs, 12 miles away Econo Lodge Holly Springs, Holly Springs, 12 miles away Comfort Inn New Albany, New Albany, 21 miles away Holiday Inn Express NEW ALBANY, New Albany, 21 miles away