Peyton Manning threw four touchdown passes and rushed for a rare score of his own before Danny Trevathan made a vital interception for the Broncos in the final two minutes, allowing them to go up the other end and score the field goal that won them the match.
On a day that was dominated by the offense, with the two quarterbacks making 920 yards and nine touchdown passes between them, Fox admits that it was "amazing" that the result ultimately came down to a big play by the defense.
"It was pretty amazing that it came down to the defence making a big play at the end. Thank God our offence kept us in the game all day long," Fox told the Associated Press.
The win means that Denver are now 5-0 for the season and have won 16 regular season games in a row stretching back to last year.