Now, getting together for a coffee means taking a four-hour flight.
But Mihocek and Cox have plenty to catch up on as the new Demon heads west for Melbourne's clash with Fremantle on Saturday.
Mihocek left the Pies for a two-year deal as a free agent at Melbourne, while 2023 premiership teammate Cox was cut by Collingwood and earned a career lifeline at Fremantle.
"Him and I were in the same boat," Mihocek told AAP.
"We sort of left and felt a bit weird about it, but I think it was the best thing for both of us.
"I know he's enjoying his time over in the west and it'll be good to see him."
Cox was a travelling emergency for the Dockers first up while Mihocek kicked three goals in Melbourne's win over St Kilda on Sunday, the day after he'd watched the first half of Collingwood's loss to Adelaide on TV.
"It's a bit weird watching watching the Pies, but you know when you're nearly out the door or need to go and have a fresh start. I needed it for me as well," Mihocek said.
"When you get a bit older, you can get a bit stale and things. But I've worked just as hard as I did coming into the AFL with the Dees, so I'm feeling fit and ready to crack on."
Mihocek avoided the sports drink shower usually dished out to players after their first win, as he was holding young son Arthur, but otherwise relished his start to life at Melbourne.
"It's a day of firsts again: you get your first jumper for the Dees, first goal, first touch and first win to top it all off," Mihocek said.
"You don't expect when you start your career to end up at another club. But I just had a fun time out there, and everyone's really enjoying it."
The 33-year-old is already enjoying a new partnership with 22-year-old Jacob van Rooyen, who kicked a bag of six against the Saints.
"He's got all the attributes and I just tell him to be confident - he'll beat any defender in the AFL," Mihocek said.
"And he might have his down weeks, but if he has weeks like that and kicks six, he's going to be a really good player for us."
Mihocek is excited to see what dynamic cousins Kysaiah and Latrelle Pickett can deliver, while he should benefit from increased ball speed as part of a revamped game plan and a youthful midfield group under Steven King.
"Coming into the Dees, I knew that the core group they had was was still good enough to test any team," he said.
"We're coming out with a new game plan as well.
"So to come out and produce that in the first game is very good. Hopefully it's only going to build from that and we get better."
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