Fox was born in New York City and moved with his family to Israel when he was two. His father, Seymour Fox, was a Conservative rabbi and a leading professor of Jewish education at the Hebrew University of Jerusalem. His mother, Sara Kaminker-Fox was the head of the Jerusalem city council and involved in Jerusalem urban planning. Fox has two brothers, David and Danny. He grew up in Jerusalem, served in the army and studied at Tel Aviv University's School of Film and Television. He is openly gay. He and his partner, Gal Uchovsky, have been together for over 18 years. They are also professional collaborators, Uchovsky, a writer and journalist, is involved in much of the scriptwriting for Fox's movies. He currently lives in Valbonne.