He travelled to Paris to study in 1886 and remained in Europe until 1892, when he returned to Melbourne and led what is considered the second phase of the Heidelberg School, an impressionist art movement which had developed in the city during his absence.

A summer school was offered at Charterisville that Fox and Tucker had established in the old mansion above the Yarra River in East Ivanhoe, the lease of which they had taken over from Walter Withers in 1893.

Its women students, including Ina Gregory, Mary Meyer, Bertha Merfield, Henrietta Irving, Ursula Foster and Helen Peters were accommodated in rooms of the stone house and a chaperon and housekeeper looked after them.

In his brief career with the Heidelberg School, Fox was noted for his figure compositions and subdued landscapes, often painted as nocturnes, utilising a low-key palette in which the colours, although limited in range, were related to each other "with the utmost delicacy and inventiveness," to quote Australian artist and art scholar James Gleeson.

Fox enjoyed considerable success in Paris and London, becoming in 1894 the first Australian to be awarded a third-class gold medal at the Salon for Portrait of my Cousin[10] (now in the National Gallery of Victoria).

[11] The show was reported with enthusiasm in the local press, the Melbourne Argus writing: "With light and atmosphere always the ruling motive, there is revealed in his themes something of the infinite beauty discoverable in everyday things..." The writer might have had in mind this charming and typical work titled The Arbour.

The Landing of Captain Cook at Botany Bay, the most important of these works, holds more than a hint of his teacher Gérôme; and every Australian might be surprised to find that Fox made a copy of Nathaniel Dance's Portrait of Captain Cook, an icon probably so ubiquitous as to have sunk unnoticed but ever-present into the national psyche.

When compared with Charles Conder and Sir Arthur Streeton, Fox shows more fascination with the "effects of dappled light" than to the "sunny vistas" one finds in the other two painters' Heidelberg paintings.

He is described as an artist who "remained committed to a late nineteenth century aesthetic that paid homage to Impressionism while retaining the tonal values of academic realism".