Foxes cannot normally speak, so the first question you need to ask is how the fox is conversing with this other person. That will determine the answer. If the fox has somehow been given the power of speech, then yes Comprehend Languages will work. If the fox does not have the power to speech, and it is someone else with a magical ability to receive language-like communication from the fox, then no you could not overhear it with comprehend languages.
Dear Paizo:
I’m sorry if this is the wrong place for this, and especially if this is a question answered somewhere before that I just couldn't find, but I had a question regarding the ruling of a spell that we wanted an official answer for!
Just so you know, there isn't any forum anywhere for getting quick official answers from Paizo---they just don't have the time. What you get in the Rules Questions forum is the thoughts of other Pathfinder players. Even if a Paizo developer does chime in, Paizo has made it painfully clear that that's just the dev's personal opinion, not an official ruling. But this is as good as it gets, so no you're not in the wrong place.
If, after getting opinions from other posters, you feel that a question really needs to be answered by Paizo someday, click the FAQ button in the corner of the post that best states the question and ask other people to do the same. That puts it on the official list of "things people would like us to answer officially," along with, at a guess, several hundred other things. If they do answer it---someday---the answer will be posted in the thread by the Pathfinder Design Team in addition to going on the FAQ pages.
Another way to put it is comprehend language will translate a language for you. A fox (normally anyway) doesn't have a language.
Now, for some reason the fox in your game was able to communicate as if with a language, how that happened (a setting where every animal has their own language is possible) would determine exactly whether or not comprehend language would work in this situation, and might require GM interpretation rather than being spelled out in the rules.
Officially though there is are rules on foxes having language, or more generally creatures of the animal type having languages: An animal is a living, nonhuman creature, usually a vertebrate with no magical abilities and no innate capacity for language or culture.
As to the actual question---animal noises are not considered language in Pathfinder, no matter how communicative they are among their own kind. In particular, animals almost always have an Intelligence of 1 or 2, but you need an Int of 3+ to understand a language. I believe the cutoff is there specifically so that normal animals don't get language.
If the fox is trying to communicate something easily communicated among foxes by a very specific noise (like "danger!") it would be appropriate to allow a Knowledge(nature) check to recognize & interpret that one noise.