"This is now the end of the matter.
"Thanks for all the kind messages of support."
Ms Fox tweeted a photograph of her with what appeared to be a black eye, accusing a "famous" man of punching her during an event at the exclusive club.
"Proud of yourself? Hitting a woman? Vile creature," Ms Fox wrote.
"No, I am not lying. Just because you're famous doesn't mean you can hit women and get away with it".
A Metropolitan Police spokesman confirmed that a man, matching the cricketer's age, "was interviewed under caution in connection with the incident".
"He was not arrested," the spokesman said. "Inquiries continue. The matter is not closed for now."
Ms Fox, who models and has starred in various pornographic films, thanked her 71,500 Twitter followers for their "kind messages and support" the day after the alleged incident, saying it meant a lot to her.
Ms Fox then posted a photograph of Steven Lee Myers' book, The New Tsar: the rise and reign of Vladimir Putin with the caption: "Nothing like a new book to cheer a girl up."
Lou Lou's is a private members' club which has attracted international celebrities such as George Clooney and Tom Cruise and even members of the British Royal Family.