Speaking in Brussels on Monday, Hywel Williams of Plaid Cymru, said, "She stood for beliefs in EU ideals, strongly supported the argument for remaining and was very much against the UK leaving.
"I do not know if this (her murder) will have an influence on the outcome of the referendum this week but I hope that it will because it would be fitting if the public think of this and vote accordingly."
Cox was murdered in her constituency in the north of England last Thursday.
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Cox, 41, is the first sitting MP to be killed since Conservative Ian Gow was blown up by the IRA in 1990, the last in a string of politicians to be murdered by Northern Irish terror groups.
A man, aged 51, has been charged with her murder.
UK Prime Minister David Cameron described her as a "rising star" who "embodied Britain at her best", while Labour leader Jeremy Corbyn said she was an "exceptional, wonderful, very talented woman".
Addressing a pre-Brexit debate, Williams said that while he did not know Cox, he was aware of her being a "very talented" young MP who had entered Parliament only last year. He described the death of the mother-of-two as "shocking."
Williams, who is Westminster group leader for the Welsh nationalists, also strongly condemned the "cacophony of the paranoid debate" on immigration he said was taking place in the UK ahead of the vote.
He said his party had a "strong, positive" stance on the EU and that it was "more vital than ever" that Wales remain part of the EU.
Outlining the "importance" of the EU to Wales, Williams, an MP since 2001, also cautioned against the "worrying consequences" of the "damaging rhetoric coming from the Leave camp."
His comments were echoed by Spanish Greens/EFA group MEP Jordi Sebastia who, speaking alongside Williams, also conceded that the current Union, "was not the EU we dreamed of."
He said, "Even so, it is worth preserving. The EU has to change but reform is easier from within."
The MEP added, "It would be terrible if a country like the UK leaves. It would be difficult to imagine the EU without the UK."
Meanwhile, the Brussels-based Conference of Peripheral Maritime Regions (CPMR) has expressed its hope that the UK will vote to remain in the EU, saying this will be "in the interests of unity, joint cooperation and global economic prosperity."
Speaking at the CPMR political bureau in Kymenlaakso, Finland, representing 160 member regions from throughout Europe, CPMR President, Vasco Cordeiro, said, "The CPMR supports the democratic right of the UK people to consider their future in the EU. We are confident that Europe will be stronger with the UK as a member and that UK will have also a stronger presence and voice within the EU and not outside.
"If the people of the UK vote to leave, it is a decision that will have a major impact on citizens in the UK, Europe and across the world. This decision would affect the economy, mobility and stability in Europe and beyond."
Julian German, a UK member of the CPMR bureau, said, "The UK members of the CPMR recognise the contribution that the EU has made in their areas, in particular through financial support for investment in infrastructure and skills. Given the positive benefits that EU membership brings to the UK's CPMR regions, we support the UK remaining in the EU."