He has become part of a new-look Burnley squad with boss Brian Laws re-signing striker David Nugent on loan while Chelsea midfielder Jack Cork has also sealed a similar deal.
Nugent was keen to extend his stay after scoring three goals for the Clarets and the club have now reached agreement with Portsmouth.
Fox said: "I was called into the Scotland squad so I could not have been doing too bad. I also played in the Champions League, which I enjoyed.
"I think with the way Scottish football is going at the moment, financial reasons and stuff like that, Celtic were maybe offered a lot more money than they paid for me.
"It was an opportunity I couldn't really turn down myself. Players from all over the world want to come and play in the Premier League.
"My relationship with Tony Mowbray was fine. He is a very honest man. I am grateful for him for taking me to Celtic. I enjoyed playing under him along with Mark Venus and Peter Grant.
"It was a great learning curve playing in front of 60,000 people. It is quite intimidating but makes you a lot more stronger mentally as well."
Fox's debut for Scotland ended in a drubbing by Wales, which led to the sacking of George Burley.
Former Dundee United manager Craig Levein has come in and will take the side for the first time against the Czech Republic next month.
Born in Winsford, Cheshire, Fox qualifies through his grandfather and is keen to get more caps.
Fox added: "I was obviously sad to see George get the sack as he gave me my debut against Wales.
"I was on a high training all week with the boys. For us to be 3-0 down after 25-30 minutes was hard to take.
"I hope Craig Levein is interested in me. But I need to concentrate on playing well for Burnley and hopefully I will get the international recognition after that."