The left-back, making his first start of the season in place of the injured Liam Palmer, was jeered by a vocal minority of the crowd ahead of their clash with Luton Town and has yet to settle in south Yorkshire since his 2017 move from Charlton Athletic.
And caretaker boss Bullen, a former Owls captain now into his eighth year on the Hillsborough coaching staff, said it is time for the S6 terraces to show their support for the 25-year-old.
“It frustrates me a little bit because I know how supportive this crowd can be and they proved that in the second half with their cheering and support,” he said.
“It’s just not the support base that I know. I know how positive and how complimentary and how supportive they can be.”
The seriousness of Palmer’s injury – to his back – is not yet known and it may be that Fox is given the nod for Saturday’s trip to Preston after a second-half performance that Bullen described as ‘outstanding’.
The Scot said the Wednesday squad are well behind their teammate, claiming any jeering has a detrimental effect on the other players, too.
He said: “That [Fox] is a kid that plays in a blue and white strip, he would run through a brick wall for the football club. All he wants is good for the club and the players are one hundred per cent backing him. The rest of the players are affected by that as well.
“He showed a lot of heart and a lot of strength to come out in the second half and put on that performance.
“I think his second half performance was outstanding and he made one match-saving block in the 18-yard box in that second half as important as any penalty save in the past or anything like that. That block wins us that game.”