The Dundee-born actor, who won a Golden Globe last month for his portrayal of media magnate Logan Roy in the hit TV show, said breaking into acting was once again about whether “your parents have money”.
He told ES Magazine: “I knew I wanted to be an actor from the age of two, when I stood on a box and danced and sang for the family. And when I first came to London, I had a grant. So many in that generation had grants to train as actors, to travel, and then you had great working-class writers too.
"David Storey, Alan Bennett, Alan Sillitoe; you had Albert Finney, Tom Courtenay, Richard Harris, fantastic actors. I remember seeing Albert Finney in Saturday Night And Sunday Morning, and thinking, ‘That is the kind of thing I am going to do’. And I could, and I did.
“I never became a luvvie. I can look back on my career and think I did a lot of what I set out to do. But kids starting out today, it’s back to who you know and have your parents got money. Feudal.”
A study in 2016 found 67 per cent of British Oscar winners had been privately educated, including Kate Winslet and Eddie Redmayne. In the ES Magazine interview, conducted by former Labour Party spin doctor Alastair Campbell, Cox said his own Left-wing politics had been informed by his childhood.
His father died when he was only eight and he was brought up by relatives when his mother had a nervous breakdown.
Cox, 73, below, said: “There was a lot of inequality in Dundee at that time. You had some of the richest people in the country because of the jute industry, and DC Thomson, and some of the poorest people, too. But I would say I had a pretty blissful childhood up until my dad dying and my mum being taken ill.
"My dad was one of the most generous people you could ever meet. There were hundreds at his funeral. For all the problems, it was a proper community. That is where my basic socialist politics come from.”
Cox said he backed an independent Scotland but wished the Scottish National Party would change its name. He said: “I don’t like the concept of ‘nationalism’. I am an internationalist. It is possible for us to be independent and internationalist and I would be much happier if they were the Scottish Independence Party.”
Read the full interview in ES Magazine, free every Thursday and Friday.