Sheffield Wednesday look to the future after Preston North End setback
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Lee Bullen's side slipped to seventh in the Championship after Saturday's 2-1 loss at Deepdale.
Attacking midfielder Daniel Johnson scored twice from the penalty spot to put the Lilywhites in command.
Striker Steven Fletcher pulled one back in the 78th minute for the Owls, claiming his second goal of the campaign after a glorious cross from the left by substitute Adam Reach.
Although Wednesday laid siege to Preston's goal in the dying minutes, the hosts held on to seal a third straight home win.
It is the second match on the trot the Owls have lost away from Hillsborough. Wednesday have so far taken nine points from a possible 15.
"It is tough away from home and it is character building," Fox told The Star. "Millwall and Preston are tough places to go and they don't make it easy to play.
"The plus side to that is we are winning our home games and that is a very important thing to do in this league.”
Fox continued: "We have had a positive start. We are not where we want to be because we are seventh after Preston so we are outside of the play-off places.
"If you look at our fitness levels and things like that, we are happy. We could have had a few more points on the board but it is a good start."
It was an afternoon to forget for Moses Odubajo, with the right-back at fault for both penalties.
Fox stressed: "Moses is a good pro and is very experienced.
"We will all help him put this game behind him.
"It was not just Moses. We all lost the game. We are a team and we will all rally round and go again."