Ms Sturgeon described Mr Cox as a “New Labour luvvie” when she first became aware of his political views, before adding he had since “made the journey” to becoming an SNP supporter.
Reflecting on how he came to support the party and Scottish independence, Cox said: “I did the voice of Labour for 1997, and I was very passionate about socialism – I am a socialist, essentially, I’m a socialist.
“So I was really, really pleased to be part of that and we got the biggest majority ever. And then systematically we blew it. Big time.
My country has to be free. We have to be free
“Then, finally, Iraq was the thing that really did me in, and Tony Blair’s hubris over Iraq I just thought was awful.
“And I felt that the country, the million-man march, it was kind of ignored, and I just thought ‘there’s something amiss’.
“And then when the referendum was looming up in 2014, I realised that there was no… social democracy was missing.
“And the only place that social democracy seemed to be present was back in my home country.
“My country has to be free. We have to be free. We have to be our own person.
“Anybody who comes here sees the difference between the north and the south.
“It’s so evident now, and Scotland has never been more ripe for it.
“The only thing is, I just wish the people of Scotland would have a bit more confidence.”
An independent Scotland “shouldn’t be about personalities”, he went on.
“It should be about country first, not politics. Country first, and democracy.”