The species has been captured at cave entrances (Abdullah et al. 2010, Rahman et al. 2011, B. Lim unpub. data) and recorded roosting in caves in small groups of two to five individuals (S. Shazali 2014, E. McArthur 2015 unpub. data). At Bako and Tanjung Datu National Parks it was captured along narrow trails in the forest understorey (S. Habeebur, pers. comm).

The type locality for H. coxi is at 1,280 m asl on Mount Penrisen, south west Sarawak, Borneo, Malaysia (Simmons 2005). It has been recorded in Bako National Park (Payne et al. 1985, Khan et al. 2008), Bau Limestone Area (Khan et al. 2008, Abdullah et al. 2010, Rahman et al. 2011) and Tanjung Datu National Park in southwestern Sarawak (Khan et al. 2014) and Gunung Mulu National Park (B. Lim 2013, unpub. data) in northern Sarawak. It has been reported in Central Kalimantan (Struebig et al. 2010). However, reports of the species from acoustic surveys, in this area, have yet to be substantiated with capture data and are likely to represent H. cervinus (M. Struebig, pers. comm).