The Gray Foxes Only Live In One Area In Canada Due To The Habitat Loss... They Only Live On Pelee Island.. "The Grey Fox is typically found in warmer climates. In Canada, harsh winters could be preventing it from moving northward." -Ontario.ca With Your Help We Could Save Them! Sign Now And We Can Protect The Gray Fox! Can You Say No To This Face? Baby Fox.The Grey Fox is the size of a small dog and looks very similar to the familiar Red Fox. But unlike the Red Fox, the Grey Fox has grizzled grey fur with lighter cinnamon coloured patches on its body. It also has a black tail tip, while the Red Fox has a white tail tip. The Grey Fox has shorter legs and a smaller snout than the Red Fox, and it can have a very long bushy tail.