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Fox joins a star-studded line up at the event, which includes four of the world's top five golfers. The tournament has come under fire from a number of angles in the led up to it after issues in the country.
English golfer Paul Casey refused to play in the event due to the country's "human rights violations" including the killing and dismembering of journalist Jamal Khashoggi in a Saudi embassy three months ago. Telegraph Sport recently revealed that Tiger Woods also turned down more than $3.81 million to play.
"Everyone's got the right to their own opinion and Paul's a world-class player and plays mostly on the PGA Tour anyway. I can see why he wouldn't want to come," Fox told Radio Sport.
"This is a big event, it's a big purse and some of those human rights events you can put in the back of your mind. It's our job to play golf, we've got a good golf tournament here and we got to some other places where you might feel less safe … it's all what you've got to do for your job."
Fox heads into the tournament on the back of a rough outing at the Dubai Desert Classic where he failed to make the cut. Despite a poor tournament last week, Fox said he was feeling good about his game and was ready to go in Saudi Arabia, as were the other golfers who elected to take part in the tournament.
"I think everyone here this week probably had a few thoughts about it but the Tour assured us that everything would be safe, we'd be looked after well and they wanted us to play to support a new event on the schedule.
"It's been good so far. I applaud the people who took a stance and didn't want to come here, but again, it is our job. I'm not too worried about the political side of things, I'm just here to play golf and do as well as I can."