Sonny Cox, a former pupil of Exmouth Community College, signed a scholarship contract with Exeter City in July 2021 followed by a professional deal in November 2021. After a series of loan moves to non-league clubs Sonny started to establish himself in the first-team whilst still a teenager.

As an under-16 player Sonny had featured prominently with Exeter City under-18s in both the Youth Alliance and FA Youth Cup as well as sitting on the bench for first-team EFL Trophy games. After reportedly having a trial with Manchester United he joined the Grecians as a scholar/trainne on leaving school in 2021. Making his first-team debut as a substitute against Cheltenham Town in the EFL Trophy on 5 October 2021, Sonny later played against Bristol Rovers in the same competition. Shortly afterwards, in November 2021, he upgraded his existing agreement with the club by signing a full professional deal intended to keep him at Exeter City until June 2024. Then, in January 2022, Sonny joined Southern League Weston-super-Mare on loan for the remainder of the 2021/22 season helping the Somerset club reach the play-offs. 

Sonny’s second full-season followed a similar path. He made his league debut as a second-half substitute against Cheltenham Town on 20 August 2022 and his first start in professional football against Newport County in the EFL Trophy on 30 August 2022. His first league goal - as a substitute in stoppage time - came against Oxford United on 15 October 2022. Sonny then joined National League South Bath City on loan at the end of December 2022 through to April 2023 when he was recalled to feature in City's first-team squad.

After participating on a more regular basis in City's first-team at the start of 2023/24, Sonny was on loan at Yeovil Town between October and December 2023 before returning to St James' Park to score the only goal when City ended a long winless run with a Boxing Day victory over Wycombe Wanderers. He also scored in the home win over Carlisle United at the start of January 2024, and the away win at Bristol Rovers a few weeks later, ahead of agreeing a new contract until the end of the 2025/26 season. With 37 appearances in all competitions during 2023/24 - 23 starts and 14 as a substitute - Sonny had now made in excess of fifty first-team appearances whilst still five months short of his 20th birthday and was named the Disabled Supporters' Association most improved player for the season.