Coxe never left England, he served nominally as Governor of New Jersey by purchase of land. He then bought other land in the Mississippi Valley. He attempted to settle a colony of Huguenots in Virginia, but failed. Initially Coxe purchased land in West Jersey in the mid-1680s. He bought out the heirs of Edward Byllynge there in 1687. Coxe opened the earliest commercial-scale pottery in New Jersey. He sold out most of his land there to the West New Jersey Society of London, in 1692. Later in the 1690s Coxe acquired a grant of land in 1698 known as "Carolana" which had been given by Charles I to Sir Robert Heath; this he purchased from Sir James Shaen, or his son Arthur; Shaen had acquired the rights from Henry Howard, 6th Duke of Norfolk. The Carolana holding remained with the Coxe family until 1769 when it was exchanged for land in the Mohawk valley of what is now New York state.
Coxe married Rebecca Coldham on 12 May 1671. They had a son Colonel Daniel Coxe and a daughter Mary. Daniel Coxe, Jr., with an agent John Tatham, went to his father's North American lands. He lived in the American colonies from 1702 to 1716 and after returning to England published an account in 1722 of his travels and a description of the area encompassed by his father's claim, entitled A Description of the English Province of Carolana, by the Spaniards called Florida, And by the French La Louisiane. He was appointed by the Duke of Norfolk as Provincial Grand Master of Freemasons for the provinces of New York, New Jersey and Pennsylvania, but died before he had chartered any lodges. In 1731, he claimed that he possessed superior title to that of the West Jersey Society, via a superseding deed that his father had recorded years earlier; the courts upheld Coxe's claim. Hundreds of families were forced to repurchase their own property from Col. Coxe or be forcibly evicted. The ensuing scandal was one of many injustices that inflamed American anger against the British during the years leading up the Revolutionary War. There were lawsuits; there were riots; Col. Coxe was burned in effigy; but to no avail. As a result, many Hopewell residents left New Jersey, either unable to pay Col. Coxe or disgusted with the colony's rampant political corruption. One group of Hopewell expatriates settled on the Yadkin River in what was then Rowan County, NC. This community, the Jersey Settlement, continued to attract new settlers from the Hopewell area for several decades. Mary became a Maid of Honour to Queen Caroline, the wife of King George II and later married John Montgomery in 1732 and had a son Alexander, who were both M.P.'s for County Monaghan in Ireland. After Col. John Montgomery's death she married William Clement LL.D. Vice Provost of Trinity College, Dublin and M.P. both for the College and the City of Dublin. She died at Beaulieu, Co. Louth in 1790 aged 97 years.