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Derivatives and Risk Management (Details)	12 Months Ended																		12 Months Ended
	Jan. 03, 2015 USD ($)	Dec. 28, 2013 USD ($)	Dec. 29, 2012 USD ($)	Jan. 03, 2015 Cash Flow Hedges	Dec. 28, 2013 Unrealized gain (loss) on forward contracts Amount Reclassified from AOCI Cash Flow Hedges USD ($)	Apr. 05, 2014 Foreign exchange forward contracts Designated as cash flow hedges Euro Net Investment Hedges EUR (€)	Jan. 03, 2015 Foreign exchange forward contracts Designated as cash flow hedges Euro Cash Flow Hedges USD ($)	Jan. 03, 2015 Foreign exchange forward contracts Designated as cash flow hedges Euro Cash Flow Hedges EUR (€)	Jan. 03, 2015 Foreign exchange forward contracts Designated as cash flow hedges British Pound Cash Flow Hedges USD ($)	Jan. 03, 2015 Foreign exchange forward contracts Designated as cash flow hedges British Pound Cash Flow Hedges GBP (£)	Jan. 03, 2015 Foreign exchange forward contracts Designated as cash flow hedges Canadian Dollar Cash Flow Hedges USD ($)	Jan. 03, 2015 Foreign exchange forward contracts Designated as cash flow hedges Canadian Dollar Cash Flow Hedges CAD	Jan. 03, 2015 Foreign exchange forward contracts Designated as cash flow hedges Japanese Yen Cash Flow Hedges USD ($)	Jan. 03, 2015 Foreign exchange forward contracts Designated as cash flow hedges Japanese Yen Cash Flow Hedges JPY (¥)	Jan. 03, 2015 Foreign exchange forward contracts Designated as cash flow hedges Australian Dollar Cash Flow Hedges USD ($)	Jan. 03, 2015 Foreign exchange forward contracts Designated as cash flow hedges Australian Dollar Cash Flow Hedges AUD	Jan. 03, 2015 Foreign exchange forward contracts Designated as cash flow hedges Mexican Peso Cash Flow Hedges USD ($)	Jan. 03, 2015 Foreign exchange forward contracts Designated as cash flow hedges Mexican Peso Cash Flow Hedges MXN	Jan. 03, 2015 Interest rate swap U.S. term loan Designated as cash flow hedges Cash Flow Hedges USD ($)
Derivatives
Gains or losses reclassified into earnings	$ 376,707,000us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic	$ 378,152,000us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic	$ 343,401,000us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic		$ 0us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_ReclassificationOutOfAccumulatedOtherComprehensiveIncomeAxis = us-gaap_ReclassificationOutOfAccumulatedOtherComprehensiveIncomeMember / us-gaap_StatementEquityComponentsAxis = us-gaap_AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember
Notional amount							211,600,000invest_DerivativeNotionalAmount / us-gaap_CurrencyAxis = currency_EUR / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	160,400,000invest_DerivativeNotionalAmount / us-gaap_CurrencyAxis = currency_EUR / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	42,200,000invest_DerivativeNotionalAmount / us-gaap_CurrencyAxis = currency_GBP / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	26,000,000invest_DerivativeNotionalAmount / us-gaap_CurrencyAxis = currency_GBP / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	30,900,000invest_DerivativeNotionalAmount / us-gaap_CurrencyAxis = currency_CAD / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	34,400,000invest_DerivativeNotionalAmount / us-gaap_CurrencyAxis = currency_CAD / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	26,800,000invest_DerivativeNotionalAmount / us-gaap_CurrencyAxis = currency_JPY / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	2,865,000,000invest_DerivativeNotionalAmount / us-gaap_CurrencyAxis = currency_JPY / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	13,100,000invest_DerivativeNotionalAmount / us-gaap_CurrencyAxis = currency_AUD / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	15,000,000invest_DerivativeNotionalAmount / us-gaap_CurrencyAxis = currency_AUD / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	12,000,000invest_DerivativeNotionalAmount / us-gaap_CurrencyAxis = currency_MXN / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	164,300,000invest_DerivativeNotionalAmount / us-gaap_CurrencyAxis = currency_MXN / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember
Term of interest rate swap agreement																			5 years
Fixed interest rate swap (as a percent)																			1.288%us-gaap_DerivativeFixedInterestRate / us-gaap_DebtInstrumentAxis = us-gaap_SecuredDebtMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember
Description of base rate																			1-month London Interbank Offer Rate ("LIBOR") based variable rate
Hedged amount						25,000,000us-gaap_DerivativeAmountOfHedgedItem / us-gaap_CurrencyAxis = currency_EUR / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_NetInvestmentHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember													250,000,000us-gaap_DerivativeAmountOfHedgedItem / us-gaap_DebtInstrumentAxis = us-gaap_SecuredDebtMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember
Maximum period of future intercompany purchases				18 months
Forecasted purchases to manage fluctuations (as a percent)				65.00%fosl_CashFlowHedgeCoveragePercentage / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember
Hedges resulted ineffectiveness	$ 0us-gaap_DerivativeInstrumentsGainLossRecognizedInIncomeIneffectivePortionAndAmountExcludedFromEffectivenessTestingNet	$ 0us-gaap_DerivativeInstrumentsGainLossRecognizedInIncomeIneffectivePortionAndAmountExcludedFromEffectivenessTestingNet	$ 0us-gaap_DerivativeInstrumentsGainLossRecognizedInIncomeIneffectivePortionAndAmountExcludedFromEffectivenessTestingNet

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- Definition

Maximum percentage of cash flow hedge coverage as defined by policy.

+ References

No definition available.

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Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

-Section 13

-Sentence Column B

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The reference rate for the variable rate of the debt instrument, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

+ References

No definition available.

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Amount of the hedged item as of the balance sheet date related to the derivative. For example, the hedged balance on a debt instrument.

+ References

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- Definition

Fixed interest rate related to the interest rate derivative.

+ References

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High end period remaining until maturity for the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

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- Definition

The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (d)

-URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624171-113959



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-Name Accounting Standards Codification

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-SubTopic 25

-Section 50

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Period remaining until the derivative contract matures, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Net income after adjustments for dividends on preferred stock (declared in the period) and/or cumulative preferred stock (accumulated for the period).

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 260

-SubTopic 10

-Section 45

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=7655603&loc=d3e1377-109256

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