"It's surreal that it went in," he said.
Fox, son of former All Black rugby player Grant Fox, had never recorded a top-10 finish in a major and missed the cut at the 2025 Open.
"You dream of this moment," he said. "I don't know whether I ever thought it was going to become a reality.
Now it is and to have my name etched in the history of the game is pretty awesome."
He added that the win is significant for New Zealand. "It's going to be big down there," he said.
He thanked fans who stayed up through the night to watch. "I'm glad it was worthwhile for them," he said.