Fox became keeper of archaeology at the National Museum of Wales from 1926 to 1948. Along with his wife, Aileen Fox, he surveyed and excavated several prehistoric monuments in Wales. Sir Cyril and Lady Fox had three sons.
On the way to his appointment as Director of the National Museum of Wales in 1926, he was a clerk in a government commission on tuberculosis and then director of a small research station in Cambridge. He moved to work part-time for the university's museum of archaeology and anthropology, and he completed a Ph.D thesis on the Archaeology of the Cambridge Region, which was published in 1922. In that year he was appointed curator of archaeology in the National Museum of Wales, and in 1926 became its Director. He produced a remarkable range of publications. They include The Personality of Britain (1932), drawing attention to the differences between upland and lowland Britain; Offa's Dyke (1955), a seminal study of that great earthwork, and studies on Celtic Art, on the major discovery of early ironwork at Llyn Cerrig Bach in Anglesey; and Monmouthshire Houses, co-authored with Lord Raglan. For his administrative and scholarly work he gained a wide range of honours, including a knighthood (1935) and Fellowship of the British Academy (1940). Always more than a digger and chronicler, Fox's breadth of vision means that his work is still valuable today. Together with his colleague Nash-Williams at the Museum of Wales, he collaborated with the artist Alan Sorrell on reconstruction drawings of the Roman excavations at Caerwent which were published in the Illustrated London News 1937–1942. Among other achievements, he encouraged his colleague Iorwerth Peate in the development of what became in 1946, under Peate's direction, the Welsh Folk Museum at St Fagan, near Cardiff (now titled the St Fagans National History Museum).