Cox, who played Chandler Bing’s true love Monica Geller in the NBC sitcom, shared a clip on Instagram of the pair from the season four episode The One with Ross’s Wedding, where the duo embark upon their romantic relationship.
She wrote alongside in the caption: "I am so grateful for every moment I had with you Matty and I miss you every day.
"When you work with someone as closely as I did with Matthew, there are thousands of moments I wish I could share. For now here's one of my favourites."
Writing about the scene shown in the clip, Cox continued: "To give a little backstory, Chandler and Monica were supposed to have a one night fling in London. But because of the audience's reaction, it became the beginning of their love story.
"In this scene, before we started rolling, he whispered a funny line for me to say. He often did things like that. He was funny and he was kind."
On Tuesday (14th November), Matt LeBlanc became the first of his Friends co-stars to share a personal tribute to the late Perry, saying "it was an honour to share the stage with you and to call you my friend".
He added on Instagram: "It is with a heavy heart I say goodbye. The times we had together are honestly among the favourite times of my life."
The main Friends stars had previously issued a joint statement paying tribute to Perry, with the actors writing: "We are all so utterly devastated by the loss of Matthew.
"We were more than just castmates. We are a family. There is so much to say, but right now we’re going to take a moment to grieve and process this unfathomable loss.
"In time we will say more, as and when we are able. For now, our thoughts and our love are with Matty’s family, his friends and everyone who loved him around the world."