The 27-year-old turns his attention to mandatory challenger Kubrat Pulev in Cardiff on October 28 after his hopes of another high-profile bout with Klitschko, whom he stopped in 11 rounds at Wembley, were ended by the Ukrainian's retirement.
Joshua is unwilling to write off underdog Pulev ahead of next month's world heavyweight title bout, however, with his next opponent suffering just one career defeat to date - that coming against then-champion Klitschko in November 2014.
"Kubrat Pulev had 300 amateur fights. He's had near enough 30 professional fights and he lost one to the former heavyweight champion Wladimir Klitschko," he told Sky Sports News. "He's talented, he built himself up to world title level. He got knocked down, he stayed active, he's had wins since then - that was his only defeat and now he comes to face me.
"He wants what I have and I just want his soul, so let's get it on October 28. I was definitely looking forward to Klitschko [rematch]. He's retired and I wish him well, and my journey doesn't stop, so this is the next step now, a mandatory challenger. I didn't want to give up any of these belts.
"I worked very hard to be in this position, so here we are October 28. I'm standing in the centre circle where the ring will be and I want to go out there and show some finesse and some skill, but if I have to go to war and go to the trenches, let's go."
Joshua is going in search of his 20th straight knockout win since turning pro when facing Pulev at the Principality Stadium.