- His maternal grandfather was the dramatist Frederick Lonsdale and his father was the theatrical agent Robin Fox.
- Son of Angela Fox. Younger brother of James Fox and Edward Fox. Uncle of actor Laurence Fox, Jack Fox, Thomas Fox, Lydia Fox, Emilia Fox and Robin Fox.
- Ex-son-in-law of Tony Richardson and Vanessa Redgrave. Ex-brother-in-law of Joely Richardson, Carlo Gabriel Nero and Katherine Grimond.
- Fox's third wife is Fiona Golfar, an editor at Vogue magazine.
- Former brother-in-law of Tracy Reed. Brother-in-law of Mary Elizabeth Piper and Joanna David (Edward's second wife).
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