City are red-hot favourites to get their campaign off to a flier, but former Celtic and Burnley defender Fox insists Nigel Adkins' side will play in the same positive and carefree manner which won them promotion last season.
"Everyone knows how good Manchester City are, we watched them last week against Chelsea in the Community Shield," he said. "It will be a game where if we win everyone will be shocked and if we lose no one will be shocked."
He went on: "Obviously we are going there as underdogs but it is a game we have to go into with no fear and play the way we have been taught to and hopefully we do ourselves proud.
"The gaffer installs that (no fear) in us at Southampton. He wants us to play off the cuff and play with a bit of freedom, so hopefully we can do that and do ourselves proud and you never know what can happen."
Fox insists Saints can take heart from the performances of last season's new boys to the Premier League, Swansea and Norwich.
"We surprised a lot of people last season so I don't see any reason why we can't do it this season," he said.
"Look at Swansea and Norwich last season, they surprised many teams, I remember seeing Norwich going to Tottenham and winning.
"There were massive upsets in the Premier League last season and hopefully we can be the surprise package this season."