The 27-year-old added the WBA belt to his IBF title with a thrilling victory in front of 90,000 fans at Wembley, getting up off the canvas to stop Klitschko in the penultimate round of the fight.
However, Joshua revealed that he is already looking ahead to his next bout and hopes to learn from his win over Klitschko to make himself even better in the future.
"I want to maintain what we've been building on; it'd be silly to let it go. I want to get stronger. As I'm thinking about the fight and it's still fresh, I'm actually taking down notes of little things of how I can improve. I want to tell Rob [McCracken, my trainer], 'What do you think about working on this when I get back to the gym?'," he told Sky Sports News.
"I know there's certain things that I've seen working with Rob that show that if I'm working on things in the gym it would benefit me in the ring. I'm really thinking about my fight and how I can improve. It was really good, I had fun. I had 44 rounds of boxing as a professional before that fight. Now I feel like I've had 144 rounds of boxing. I took rounds upon rounds of experience, and I can move forward now on to bigger and better things.
"I don't just like to win but I like to win in fashion, because it adds a lot of stock to my value. We definitely ticked the entertainment box. If you were to ask me years ago, 'Listen son, what do you want to do?' I'd say 'I want to be a fighter, I want to fight one of the legends of the sport, in the biggest stadium, in the latest rounds and I'll knock him out after being in a war'. That is what happened."