Fox Valley is located in southwest Saskatchewan. Reportedly, the name was chosen because a Mr. Strong, who ran a stopping place in the area, was known to keep wild fox pups as pets. When the Canadian Pacific Railway came through in 1924, they adopted the name Fox Valley for the terminal.

The unique Great Sandhills, located just 25 km northwest of Fox Valley, are a source of enjoyment for both tourists and local residents. The Cypress Hills Interprovincial Park, a major destination park in Saskatchewan, is 50 km south of Fox Valley. Other sites of interest include bison farms, a modern hutterite colony and a flour mill.