Coxhill was born to George Compton Coxhill and Mabel Margaret Coxhill (née Motton) at Portsmouth, Hampshire, UK. He grew up in Aylesbury, Buckinghamshire, and bought his first saxophone in 1947. After national service he became a busy semi-professional musician, touring US airbases with Denzil Bailey’s Afro-Cubists and the Graham Fleming Combo. In the 1960s he played with visiting American blues, soul and jazz musicians including Rufus Thomas, Mose Allison, Otis Spann, and Champion Jack Dupree.
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