The Tigers (No. 22 BCS, No. 23 AP) avoided the end-of-game dramatics for a change, holding on for a 17-3 victory over Mississippi on Saturday.
Cox threw a 34-yard scoring pass to Rod Smith in the final minutes on a drive set up by Lee's interception in the end zone. With that, Auburn (6-3, 4-2 Southeastern Conference) sidestepped the possibility of any repeat of last week, when No. 3 LSU scored the game-winning touchdown on a pass with 1 second remaining.
"One of the hardest things in our profession is to bounce back after a disappointment," said Auburn coach Tommy Tuberville, whose team has had six games decided in the final 2 minutes. "Last week we had a huge one."
The Tigers still got a scare from the Rebels (2-7, 0-6), double-digit underdogs seeking their first league win.
Down 10-3, Ole Miss had the makings of an impressive tying drive. Quarterback Seth Adams was hurt on the third play on a hard hit by Tray Blackmon at the end of a run, but backup Brent Schaeffer, who nearly led Ole Miss to an upset in last season's meeting, completed his first three passes and had a 7-yard run to keep the Rebels moving downfield. Then, he hurled a pass into the end zone with Antonio Coleman rushing toward him.
"We had a fantastic drive, but we made a poor decision with the football," Ole Miss coach Ed Orgeron said.
Lee stood alone waiting for the ball with the intended target, Shay Hodge, standing several yards away watching helplessly.
"I knew we were going to get good pressure, and he threw the ball up for grabs," Lee said. "As soon as I turned, I was asking, 'Is that for me?"
The easy pick gave Cox and Auburn the ball with 7:03 to go and a chance to put the game away. Cox converted third-down plays with a 23-yard pass to Smith and a 12-yarder to Montez Billings.
His biggest throw came on third-and-8 against a blitzing defense when he again hit Smith, who spun away from a defender and sprinted into the end zone with 3:15 to play.
"They brought everybody at me on the last play," said Cox. "I didn't even see Rod when he made the catch."
Smith finished with a career-high 111 yards on eight catches. Brad Lester had 23 carries for a career-high 96 yards, including a 1-yard touchdown in the first quarter. Cox was 16-of-26 for 189 yards and Ben Tate rushed for 72 yards.
Adams, who returned for the Rebels' final drive, completed 11-of-24 passes for 89 yards and was sacked three times, twice by Coleman.
"We just kept shooting ourselves in the foot," said Adams, who was picked off four times in last week's 44-8 loss to Arkansas. "They gave us the short stuff but we couldn't finish our drives."
Auburn limited BenJarvus Green-Ellis, the league's No. 4 rusher, to 62 yards on 13 carries.
The Tigers outgained Ole Miss 420-193 and held a nearly 13-minute advantage in time of possession. The Rebels were playing without defensive end Greg Hardy, who was suspended for disciplinary reasons.
Ole Miss had cut the halftime deficit to 7-3 on a 51-yard field goal by Joshua Shene as time expired. He first made a 41-yarder but Ole Miss was called for holding, forcing him to try an even longer one. The kick capped a 13-play drive for an offense that had only 8 yards in the first quarter.