It will be Fox's first-ever professional tournament in the United States - he has played qualifying school - and his third appearance in a Major.
The 30-year-old has previously played twice at the British Open, missing the cut by just one shot last month.
Fox has shown great form on the European Tour in recent weeks with three top-10 finishes.
"I guess I picked the right three weeks to play well on the European Tour to get the money list side of things sorted out, to qualify for the British and then three good weeks got a lot of world ranking points towards the PGA.
"It was a surprise to get the invite so early. I got told after I finished fourth in Scotland that I would be close to top 100, maybe a little inside it and that opened the door for the PGA.
"No-one really knows how the invites work. From what we understand, they fill the field with the categories they have and any sports left over go on world rankings."
Fox admitted the penny has dropped on his career only in the last six weeks, when his form has opened doors on both sides of the Atlantic. He no longer has to worry about the security of his spot on the European Tour and can now concentrate on contending for victories.
"I've started to feel more comfortable playing with some of the big boys and being out on tour every week," he told Devlin. "I hadn't played that well for the first half of the season - there had been glimpses of it when I probably played a little bit better than I scored.
"I put it all together at the French Open [sixth], and that took the pressure off for the rest of the year and things started to click.
"I started to put myself in contention in a couple of events, I got to play a Major and was paired with a top-20 player in the world at a Major [American Matt Kuchar] ... it still hasn't sunk in."
While finishing fourth at the Scottish Open, Fox achieved a hole-in-one that was recorded as a par three, after he had driven his original tee shot into a gorse bush.
"The first shot was a shank," he told Devlin. "Every golfer knows the hardest shot in golf is the next one after a shank, having to re-hit with the same club and same shot.
"I think [the caddie] started laughing, to be honest. I teed up the next one - I had a perfect number to get to the flag with the pitching wedge.
"It started at the left bunker and was turning on the wind, but it looked maybe short in the air.
"I thought 'I could make six here', but then it landed on the green and I thought 'I might make four, I've at least limited the damage'.
"Then, all of a sudden, you hear the crowd and it went in - the reaction was more embarrassment than joy."