The 51-year-old actress had been engaged to McDaid, the guitarist with British group Snow Patrol, since June 2014, reported New York Post.
The pair having started dating since late 2013. The pair had not been spotted in public since attending the premiere of "Hand of God" back in August this year, with Cox posting a picture of her fiance on social media in September.
Cox was previously married to actor David Arquette for 11 years, their relationship having ended in 2010. They have an 11 year old daughter, Coco, together, whom Cox had intimated was going to sing at her wedding to McDaid.
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