Cox, who was aged just 41 and a mother-of-two, died after being shot and stabbed multiple times following a constituency meeting in Birstall, West Yorkshire.
As well as expressing their shock, sadness and utter disbelief at what has happened, all the MPs who responded said engaging with constituents at local level was vital to their work and must continue.
Toby Perkins, Chesterfield MP, said: “My thoughts are ones of total shock and sadness at someone who was a lovely, vital and effervescent person with a huge political contribution to make, whose light has been extinguished.
“My thoughts are with Brendan and the children. Jo was a good friend of mine and I am very saddened and shocked indeed that it has come to this.
“I think all MPs operate in a harsh environment and I have had a lot of hostile language and have experienced a couple of threats since I have been an MP.
“We need to be conscious of taking our safety seriously but if we were to lose the connection between Parliament and constituents we would have allowed the terrorists to win.”
John Mann, MP for Bassetlaw, said: “It’s horrendous. My staff and myself can relate to this very directly.
“I do my work in a very similar way to the way Jo Cox did hers. Having seen what her diary was that day it is very similar to mine.
“I have had three death threats which have been taken seriously during the last 15 years. I have had Islamic death threats, extreme right death threats and one from a drug dealer.
“And whereas there are precautions you can take against this kind of thing, you cannot legislate against someone having a knife and a gun.”
Mr Mann said he and his staff had received training on precautionary measures to avoid knife attacks and even Army first aid training.
He added: “We have minimised some of the potential risks but everyone knows how to find me in this constituency.”
Bolsover MP Dennis Skinner said whenever Jo Cox spoke, she spoke with authority and knew her subjects well.
He added: “She made a couple of speeches on the plight of the refugees in Syria - she was extremely knowledgeable.
“This is especially frightening because she was not in the middle of a city.
“She was in a little village not far from where she lived and she was a product of that area.”
Mark Spencer, Sherwood MP, said Jo Cox was a young mother who was engaging with the community and trying to make life better for them.
He added: “This is just so shocking and so unbelievable that it is difficult to express what you feel.
“Threats have been made a number of times but the response from Nottinghamshire Police has always been very quick and they have given valuable advice.
“You just have to deal with it. I suppose it is a question of working out whether those threats are viable or credible.
“But you have to get stuck in and engage with constituents and manage the risks.”
Nigel Mills, MP for Amber valley, said: “As an MP you do get the occasional stupid comments on Twitter.
“I had an email a few years ago which I passed onto police. But in Jo’s case there had been things happening for three months so maybe we need to be a bit more careful before we dismiss these things.
“It is always difficult for police to identify someone behind a Twitter profile but I do not think the vast majority of people behave like this.
“We don’t want to get to the stage where people cannot go to their constituencies - we have to treat this as a one-off.”
Pauline Latham, Mid Derbyshire MP, said: “I am deeply shocked by the tragic murder of Jo Cox.
“No-one doing their public duty as a Member of Parliament, trying to make lives better should be subjected to the actions of what was clearly a madman resulting in her death.
“My thoughts are with her husband and children at this terrible time”.
Patrick McLoughlin, MP for Derbyshire Dales, said: “Like every Member of Parliament and indeed, the whole country, I am profoundly shocked by the murder of Jo Cox.
“No one can fail to be moved by what this means for her young family but they can be proud of what she achieved in her tragically short period as an MP.
“Jo was a very strong campaigning MP, with a particular interest in how we can look after Syrian refugees, among her many campaigns.
“It’s right that we are suspending referendum campaigning activity and everyone’s thoughts will be with Jo’s family and her constituents at this difficult time.”
Maggie Throup, MP for Erewash, said: “We have lost one of our most talented MPs with a great future ahead of her.
“But more importantly her husband has lost his wife and two young children have lost their mother. My thoughts are with Jo’s family and friends at this very sad time.
“Jo was going about her constituency, doing the work she was elected to do, in the same way as the 649 other MPs do on a daily basis.
“The United Kingdom is a civilised democracy and the murder of an MP is something we never expect to happen.”