The 28-year-old, who holds the WBA, IBF and IBO world titles, added that he would welcome an opportunity to fight Tyson Fury, Deontay Wilder and Joseph Parker at some stage during his career, and become the undisputed heavyweight champion.
Regarding his position in world boxing, Joshua told Sky Sports News: "I do understand now, I have to play the game, if I want to create a legacy.
"I think I understand now, everything I have to gain and everything I have to lose. I've never played a role. But look at the likes of Muhammad Ali, who became a sporting icon.
"Before I was happy to just be a part of boxing, and felt wherever I get to, it was always better than where I started. I never had a minute to reflect. But now I want to stamp my mark and my legacy, and be among the likes of Federer.
"If I want to be considered like these guys, I have to carry myself the right way.
"I want to be like the Ronaldos, Messis, Federers who compete with Nadal, Murray. That's where I want to take boxing.
"There's a lot of clowns in my industry, jealousy and negativity. I swerve them."
Joshua, who collected an Olympic gold medal in 2012, said of Fury: "It is a fight I would like to see but the ball's in his court - he has to get fit.
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