Well it is natural, but the only possible problem would be beak/feathers/tiny bones (which will probably pass through just fine) Foxes eat this kind of food all the time.
Anyway the best thing to do would be to just keep an eye on what comes out the other end. If there are any symptoms like constipation, or straining, with nothing coming out....or any obvious upset, including loss of appetite, vomiting or lethargy, then don't hesitate to take him straight to the vet.
But I have a feeling he'll be ok.
If it's had its vaccinations, I would say it's probably OK ... just keep an eye on it and take it to the vet if it seems sick. Cats eat birds all the time with usually no problems. :)