Fox, VirginiaFox is an unincorporated community in Grayson County, Virginia, United States, located at the intersection of U.S. Route 58 and State Route 711.Fox has a cemetery, the Fox Union Cemetery, located on Fox Creek Road.GeographyFox sits at an elevation of in rolling hills within the Appalachian Mountains near the Virginia-North Carolina border. It is north of the New River and west of Fox Creek.