Cox, 50, was married to him for 11 years until 2013, reported Us magazine.
"I love David's performance in the movie. It's so nice to direct someone you know so well because you know their go-tos and you know what they fall back on...
"I really liked working with him. David was really open - all the actors were - they really put a lot of trust in me, which was great," she said.
Cox is also busy searching for her next big film to direct.
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