Four minutes later, Latrell Gibbs followed up with a 91-yard interception return to end Wyoming's first possession. It was his fourth interception in as many games.
Cox, who scored just 19 seconds into the game, finished with a season-best 178 yards on 15 carries and went over 3,000 yards for his career. Zach Matics hit a career-best 51-yard field goal, surpassing his previous best by 20 yards.
The Mountaineers (3-1) won their first nonconference home game against an FBS opponent.
Brian Hill rushed for 208 yards and a touchdown on 30 carries for Wyoming (0-5), the first opponent to rush for more than 200 yards against Appalachian State since 2005. Cameron Coffman went 14 of 19 for 155 yards with an 8-yard touchdown to Josh Tapscott.