[4] Until age six, she was raised by her grandfather in the small town of Saronno,[7] located outside of Milan, while her mother finished college.

[9] At age six, she moved to New York City to live with her father in Yorkville, Manhattan,[10][11] while also regularly visiting her mother in Italy.

[12] At age 14, Fox moved back to Italy to stay with a host family that lived near her mother's hometown and attended a private Catholic school.

[13] She was asked to leave the host family due to smoking and skipping school, and lived alone in her mother's empty apartment for some time until she returned to New York.

Her father was "volatile and verbally abusive", and her mother was "absent for long stretches" when Fox visited her, and the two also "fought explosively".

[3] While attending City-As-School High School, she worked as a dominatrix for six months in the East Village, after discovering the job in a Craigslist "adult gigs" section.

[33] She starred in Ben Hozie's PVT Chat, playing a cam girl named Scarlet.

[38] Fox starred in the dark comedy The Trainer opposite Vito Schnabel and Steven Van Zandt, led by director Tony Kaye.

[41] In August 2024, it was announced she will appear in Northbound, a road trip comedy with Bruce Dern, Hunter Parrish, and Joanna Cassidy.

[42] In August 2024, it was also announced that Fox will be starring in the sapphic romance, Perfect, opposite Ashley Moore and Micaela Wittman.

[44][2] Fox was previously a co-owner and investor of a nightclub in the Lower East Side named Happy Ending, now defunct.

She drew inspiration from William S. Burroughs' Junkie, James Frey's A Million Little Pieces, and David Sedaris' Naked.

[48] In February 2024, she performed her debut song, which shares the same name as the title of her 2023 memoir, at Charli XCX's Party Girl DJ warehouse rave set for the Boiler Room.

[49] Later that year, Charli XCX paid tribute to Fox on her single "360", declaring "I'm so Julia", a nod to her ubiquity in pop culture.