The defender came in for his first league appearance of the season, playing his part in an assured first-half during which Adam Lallana struck the post as well has having a hand-ball appeal against Bradley Johnson waved away.
In the end, the match was settled by Nathan Redmond's 67th-minute winner, much to Fox's annoyance.
"We didn't create too many chances, but we're disappointed we didn't take the ones we did," the left-back told Saints Player
"It is heart-wrenching because they only really had one chance, but it was a great strike from Nathan Redmond.
"I've been told there was a blatant handball, so that's disappointing. I don't think the referee was very fair in the decisions he made in the first half, but we can't make excuses.
"We didn't play as well as we have done in the last two games, particularly the second half against Sunderland and away at West Brom.
"We didn't create as many chances as we'd like, given the kind of players we've got in the final third. It is disappointing."
Fox is one of 13 first-team players who will not be on international duty over the next ten days, and says those who are remaining behind at Staplewood will be doing their best to get over today's defeat.
"We've got two weeks now to get everyone fit and ready for the next game," he reasoned. "I'm sure we'll be working hard.
"You're always a bit down for the first few days after a defeat and you want the games to come around quickly, but we've got more than two weeks to wait to put it right. We just have to work hard to make sure we can do that."