Why do you think it's impossible? My understanding is that all of the foxes sold as pets are sterilized so there wouldn't be a risk of introducing a foreign species.
Edit. In most of Australia it is illegal to keep a pet fox, but in NSW you can if they are desexed and not released back into the wild [1]. I still doubt AQIS will let me bring one in.
1. http://www.news.com.au/world/australias-sugar-gliders-at-the...
When they're old enough he releases them back into the wild.
http://www.huffingtonpost.com/2015/05/13/johnny-depps-dogs-a...