Nine holes into the tournament, he was leading by two shots and was 5-under the card, having bagged five birdies at The Hills.
But Fox soon came back to the pack as the wind picked up and he finished on 2-under after bogeying his final hole.
The New Zealand No1, who flew back from Mexico this week to play in the tournament, said the conditions were tough but he felt he had played well all day.
"I don’t think I have had a day like that for a long, long time.
‘‘We started with a strong nor’easterly and when we were standing on the 15th tee it switched to a very strong nor’westerly," he said.
"All of a sudden it dropped on seven and blew about three different directions coming home.
‘‘Plus a couple of spits of rain, it was a strange day.
"I hit a couple of bad shots near the end as I was fading which was understandable.
"The rest was pretty good and a solid start in those conditions.
"I played Millbrook in practice hoping I would get three rounds around there. There are a lot of chances out there.
‘‘The golf course is in good nick. I think it is playing a little easier than here, at The Hills.
"The greens are a little faster here and this place is more narrow in places."
Defending champion Zach Murray, who played at Millbrook, also had a solid round, finished on 3-under, one shot ahead of Fox.
The Australian was 6-under after 10 holes but the weather came in and changed things.
"I got to the toughest hole on the course when the wind picked up. I doubled [bogeyed] three but I battled through.
‘‘I played really nice today and I feel good after the jet lag coming back from Mexico so overall I’m pretty happy," Murray said.
It was a special feeling to tee off as the defending champion.
"I couldn’t wipe the smile – well I wasn’t really smiling after the double but apart from that I’ve been smiling all day and yesterday so I’m super excited to be back and it’s just an amazing place here.
‘‘Apart from the rain at the moment the weather has been fantastic so hopefully this just brushes through and the rest of the week is nice and fine and we can get a few spectators out there."
He is looking forward to heading to The Hills today and needed to rein things in.
"I think the main thing for me tomorrow is to just try and stay as patient as possible because I can just sense that but of frustration from being tired but overall I’m pretty happy with the day."
His biggest obstacle was trying to stay awake yesterday afternoon.
