If Λ is the Cayley graph of a Gromov hyperbolic group, then it is a fundamental fact that quasi‐geodesics in Λ are tracked by geodesics. Let (W, S) be a finitely generated Coxeter system and Λ be the Cayley graph of (W, S). For general Coxeter groups, not all quasi‐geodesic rays in Λ are tracked by geodesics. In this paper, we classify the Λ‐quasi‐geodesic rays that are tracked by geodesics. As corollaries we show that if W acts geometrically on a CAT(0) space X, then CAT(0) geodesics in X are tracked by Cayley graph geodesics (taking the Cayley graph as equivariantly placed in X) and for any A ⊂ S, the special subgroup 〈A〉 is quasi‐convex in X. We also show that if g is an element of infinite order for (W, S), then the subgroup 〈g〉 is tracked by a Cayley geodesic in Λ (in analogy with the corresponding result for word hyperbolic groups).