The ailing Stags had looked on course to end a terrible run of 11 league games without a win and seven home games without victory thanks to two goals from centre-back John McCombe.
But Kai Naismith grabbed his second three minutes into added time before James Gray stole an unlikely 3-2 win to leapfrog Mansfield in the table.
Mansfield were booed from the field with fans chanting for the manager's head and players were involved in angry scenes as they reached the tunnel.
"I am absolutely gutted - I can't express the emotions I am feeling at the moment," Cox said.
"This just can't keep happening. We have now got to scratch and bite and get out teeth into whatever is in front of us.
"We have to show improvement in our mindset, in our concentration levels and our basic decision-making which is costing us.
"The crowd reaction at the end was expected and I don't have a problem with that. I have been here before and I will be here again. I would have probably booed myself.
"I have been here when people have wanted my head on a block and everyone around you turns their backs on you and I have come through it.
"That's this business. One minute you are a hero and the next minute you are hated. It's up to me and the players now to prove a point.
"There is still a lot of football to be played. We took all the plaudits early on, now we have to take the stick and have a siege mentality.
"I thought we looked anxious defending and I don't know why. It is just doing the basics and putting your foot or your head through the ball. It may look ugly buts it gets you three points.
"Even letting in the equaliser in stoppage time, you should come away with a point, not end up losing. It just sums us up at the moment.
"It doesn't give us a basis to win games if we keep caving in in the latter stages of the game like we did at Fleetwood and in midweek against Oldham and then again here.
"We invite pressure on and then make bad decisions. I now have to do my job and make sure I turn this around. Sometimes as a manager you can't legislate for for individual errors. But I pick the team and so I put my hands up too."