He attended Westminster School before being commissioned as a cornet in the 1st dragoon guards in 1770. Soon after that he spent 1 year's leave at the military academy at Strasbourg. After his return he rose to lieutenant (1773) then captain (1774).
Fox moved to be commander of the London district (1803), Lieutenant-Governor of Gibraltar (1804–06), Commander-in-Chief in the Mediterranean (1806–07) and minister to Sicily. With his health weakening, Fox passed active command of the force to his deputy, Lieutenant-General Sir John Moore. The smallness of his force (made yet smaller when Major-General Mackenzie Fraser was sent to occupy Alexandria) meant he refused the repeated requests from the Sicilian court and William Drummond, British minister at the Sicilian court, for land operations on the Italian mainland. Fox and Moore also opposed the naval commander William Sidney Smith's political machinations at the Sicilian court, contrary as they were to the army's tactics for the Italian theatre, until Fox's ill health finally led to his being recalled by the British government and replaced by Moore. Fox was promoted full general on 25 April 1808, appointed governor of Portsmouth in 1810 and died the following year.