Fury has made a name for himself for consistently calling out a number of fighters, including Ukrainian brothers Wladimir and Vitali Klitschko.
However, Lewis feels that Fury should spend more time concentrating on his upcoming bouts and let his legend develop naturally.
"If I was [Fury] I wouldn't really target the guys who have really made it in the sport," Lewis told Sky Sports News.
"I would concentrate on the guys who are around in the present day. I wouldn't fight him [if I was still active] because he doesn't have the belts. I want to fight the guys that have all the belts.
"His attitude is great, but he's young and on his way up."
Fury squares off against David Haye on September 28.