The IBF and WBA (Super) heavyweight champion is on the hunt for his next big fight and has expressed ambitions of holding all four major world titles.
Joshua is the shining light of British boxing and fans are desperate for the 28-year-old to produce more classic fights similar to the battle against Wladimir Klitschko at Wembley in April.
Federer has won 19 grand slams including eight Wimbledon titles and is considered the greatest player of all time.
Joshua has been a world champion for 19 months, but he is already targeting creating a legacy that can be likened to Federer’s.
Roger Federer's career
19 x Grand Slams
Wimbledon x 8
US Open x 5
Australian Open x 5
French Open x 1
302 weeks as World No. 1
‘I do understand now, I have to play the game, if I want to create a legacy,’ Joshua told Sky Sports.
‘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.
Anthony 'AJ' Joshua
‘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 is in line for unification showdown in 2018 with Joseph Parker or Deontay Wilder.
Both heavyweight kings are in talks to face Joshua, but so far negotiations have been slow between all parties.
Parker’s team are demanding a 35-65 split, a division of revenue Joshua’s camp have refused to commit to.
Tyson Fury is another fighter constantly calling Joshua out, but it remains to be seen if the Brit will be able to return to the ring in 2018.