The new Lions manager could only watch on as Sam Wedgbury struck seven minutes into injury to snatch victory from them.
The midfielder's goal late on denied Guiseley only their second win of the Vanarama National League season.
Cox game so close to getting his first three points as the club's manager but is still unbeaten since talking over.
He said: "It was difficult to swallow letting in an important goal so late on, of course it was.
"It was a kick in the guts but on reflection you need to learn from these type of situations and this is a learning process for the side.
"We are getting to know each other and one thing about me is that we play and we focus until the very last whistle.
"But it's one of those things and the only way to get over it is to make sure you learn from it. I think there's enough character in the dressing room to do that."
It's has taken 277 minutes for the club to let in its first goal under the new regime following goalless draws against Eastleigh and Barrow.
That, Cox stressed, is a sign of improvement.
"The defensive coming together has been a big plus," he said. "We came within seconds of three clean sheets in a row. I'm not sure the last time this club would have achieved that.
"I hope we can see a reaction to what happened late on at Wrexham on Saturday against Dover.
"If we can carry on the improvement we have made then we give ourselves a great chance."