Cox, 49, broke her wrist after slipping and attempting to break her fall with her hand, reported Ace Showbiz.
A local doctor was ordered to come to Cox's hotel room and he confirmed that her wrist was broken.
The actress immediately decided to book a private jet and head back to Los Angeles, preferring to seek treatment from her own physicians.
Cox was on a holiday after she finished filming "Just Before I Go", her latest project which she directed herself. She began working on the film, which stars Seann William Scott, Garret Dillahunt and Kate Walsh, early last month in Los Angeles.
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