Cox said Sunday she supported his decision to check into rehab to deal with alcohol addiction and other issues, according to People.
Arquette, 39, split from Cox in November after 11 years of marriage. There have been reports that Arquette was having difficulties dealing with the separation.
"I really admire David and his choice to take charge and better his life," Cox said. "I love and support him."
A source earlier told TMZ that Arquette checked into a rehab facility over the weekend because it was "the right thing to do for his family."
Two weeks ago the actor said he was having a nervous breakdown during an interview on "The Howard Stern" radio show.
"I definitely am having a nervous breakdown," he told Stern.
"I've been drinking a lot because I'm heartbroken," he added.
"It's really a personal, traumatic thing," Arquette said about his trial separation from Cox, 46.
Arquette and Cox have a six-year-old daughter, Coco.
NewsCore contributed to this report.