In the novel The Mystery of the Blue Train, Commissary Caux is the senior French police officer in Nice. He undertook the initial questioning of the witnesses at the train station soon after the body of the murdered Ruth Kettering was discovered. Subsequently he acted under the supervision of the examining magistrate Monsieur Carrege. He has met Hercule Poirot previously at the Surete and holds him in high regard. Thus he welcomes Poirot's involvement and assistance in the case.
M. Caux is described as being a "pompous-looking official personage". When he introduces himself to Katherine Grey, he blows out his chest importantly, and she tries to look sufficiently impressed.