Fury is back in training after more than two years without a fight, his last bout coming in Germany when he shocked Wladimir Klitschko to become heavyweight champion.
The controversial Brit has since battled self-confessed problems with depression and cocaine use but is targeting a massive title fight against Anthony Joshua when he finally makes his comeback.
“It would be a travesty if [it didn’t happen],” Fury said.
He added sarcastically: “As anybody knows, I’m not that good.
“I just got lucky a few times, that’s all.”
Fury is currently without a licence from the British Boxing Board of Control with a UK Anti-Doping investigation into a potential failed drugs test still incomplete.
But the 29-year-old has always protested his innocence and is determined not only to fight Joshua but unify the heavyweight division under his name.
“The likes of Klitschko, Joshua, [Deontay] Wilder and [Joseph] Parker – they are from my cloth and I’m going to conquer all of those,” Fury added.
“Like Mike Tyson said, they’re no Alexanders, I’m Alexander.
“It’s crazy the way [boxing] happens.
“I hope that in future I can be involved in some big fights versus like Joshua, Parker, even Dillian Whyte who’s getting up there, Dominic Breazeale and the big baby Jarrell Miller.
“There’s loads of big fights out there but they just need making.
“The problem is that everyone doesn’t want to do this or that because they’re scared of losing.
“It shouldn’t be about that. You should just fight, fight, fight. For a lot of us, it’s the only thing we know how to do.”