While speaking to The New Yorker in the summer of 2021, Julia Fox shared that, while working in the adult entertainment industry, she met a man whom she would go on to date for five years. In fact, she left her job to pursue the relationship. She explained that, contrary to what many think, she wasn't after his money. She said they really loved one another but that it just didn't work out in the end. "He wanted me to marry him, and I loved him so much, but he wanted me to wear, like, Ralph Lauren Purple Label and Tory Burch," she said. "I felt like I was always playing a part."

In an interview with the "We Met At Acme" podcast, Fox went into more detail about the relationship, explaining that, while her ex-boyfriend was wealthy, their relationship wasn't about money. She said, "I had this 'daddy' phase ... I had an older boyfriend for six years, and yeah, he was rich. But like, it wasn't a sugar daddy" (via Page Six). While her ex was happy to lavish her with gifts, Fox insists that their love was reciprocal (and shares that she still has her ex's name tattooed on her finger).