How do you say desert fox in Japanese?

フェネック /fe ne-kuu/ means 'desert fox, fennec fox' if you mean the animal (Vulpes zerda).

砂漠の狐 /sa ba ku no ki tsu ne/ means 'desert fox, fox of desert' if you literally want to say fox from/belonging to a desert, as in a title or something.

The 1951 movie about Erwin Rommel (he is nicknamed Desert Fox) with this title is known as 砂漠の鬼将軍 : sabaku no onishougun [lit: the demonic general of the desert, brave-heart general of the desert] in Japanese.