The couple separated in October 2010 after 11 years of marriage, but have frequently spoken out about their ongoing love for each other.
Appearing on Good Morning America, Cox said that despite Arquette's intimate public revelations on Howard Stern's radio show in the wake of their split, including the revelation that the couple had stopped having sex, she could not be angry with him.
"David's so funny. He's a showman. He knows what he's doing and he's having fun. He loves doing the show and I'm a big Howard fan," she explained.
"David's got such a big heart so even if he says things like, 'Wow, really?' I don't know why, I just don't really have any problem with it."
Both Cox and Arquette have revealed that the actress rebuffed her husband's advances during a recent family trip to Disneyland.
The pair will be seen starring together in Scream 4, which hits cinemas tomorrow (April 15).
Watch the Scream 4 trailer below: