The 23-year-old trained with the Ukrainian in October and said that he already has one victory over the heavyweight champion.
"I've got one over on him already," claimed Fury. "We had a sauna contest at his training camp last October and I mentally broke him down.
"It got to 15 minutes and then he walked out without speaking to anyone. I'd done him."
Fury relinquished his British and Commonwealth titles before taking on Rogan in Belfast.