It is unlawful for persons to possess a potentially dangerous species as a "pet." Potentially dangerous species include the following orders: Primates; Carnivora (nondomestic dogs and cats, bears);
New Jersey

Doesn't a fox qualify as a Carnivora-nondomestic? Just wondering.

That's a cutie of a fennec. As far as training, you can train just about anything with precise operant conditioning. You just have to be patient and very precise about when you reward. Once you get the first steps down of establishing the reward cue, you can easily start shaping behavior and even extinguish unwanted behaviors via "off cue" extinguishing. That way there's no negative conditioning but you get the results you want.