Particle system, no fog.

Hi there Uniteers

I have a question, that I can't seem to find my answer on. I created a "mist" for our game, to prevent the players from leaving a specific area, though I am having troubles with the visuals.

I have instantiated several particle systems and for some reason they are still fully visible from far away, even though fog have been enabled in the render settings. My expectations was they would "blend" in color, when seen from far-away. Is it me doing something wrong here, or haven't I fully grasped how render settings fog works? The image below is a screenshot from the game. You can see how the terrain gets foggy, while the particle system remains non-foggy.