Born in Beirut of a French engineer father and a mother with lineage from Serbian royalty, Coze grew acquainted with riding and roping as a young man. On his return to France, as a teenager he became co-founder of Scouts de France, the first French scout program. During years of art training, an increasing fascination with cowboys and Native Americans led to four museum-sponsored anthropological expeditions to western Canada (1928-1932) and a book, Moeurs et histoire des Peaux-Rouges (1928, with Rene Thévenin), still in print as a standard work. Many of Coze's hundreds of collected artifacts now reside at the Royal Alberta Museum.
Settling in Phoenix, Arizona full-time in 1951, he founded an art school and created nine major pieces of public art in the city, including large multi-media installations at Phoenix Sky Harbor International Airport, Veterans Memorial Coliseum and other civic landmarks, most with Native themes.