They were, however, given an early warning when Carlos smashed a 25-yard shot against Phil Smith's crossbar.
Fener then took the lead in the 14th minute when ex-Chelsea striker Mateja Kezman headed passed Smith following a pinpoint cross from Alex.
The casual way Kezman celebrated indicating Fener thought the goal may turn the game into a canter.
The partisan crowd certainly did - with six thousand Turkish fans celebrating while still wondering, no doubt, who and where Swindon were from.
although clearly superior in skill, the Fenerbache midfield found Town difficult to break down
But despite going behind, this was in no way a one-sided affair.
Town battled hard to keep up with their technically gifted opponents, with Fener's new manager Asigones making his displeasure know as the Turks failed to dominate as expected despite their pocession.
And after surviving a couple of scares just after the break, Town got their just reward on 61 minutes.
A what a goal it was!
An audacious 30-yard effort from Cox surprising everyone in the stadium - most of all the Fenerbahce keeper - who looked shell-shocked as he picked the ball out of the net, having been well beaten by a shot of the very highest quality.
Nice one, Coxy:
Town assistant manager Dave Byrne congratulates
Simon Cox on his brilliant effort
Town even managed to survive another 20-yard free-kick effort from Carlos with twenty minutes to go. But the Brazilian blasted wide.
The last real action in a game Maurice Malpas described as '... highly encouraging. But nothing to get too carried away with just yet'.