Federer is often worried about being embarrassed by a lowly-ranked player.
The Swiss star is expected to reach the latter stages of every tournament he enters.
He kicks off his Miami Open campaign against the winner of Matthew Eden vs Radu Albot this weekend.
But the nerves could return, more so than if he was to take on world No 1 Novak Djokovic in the final.
“Surprisingly yes [I do get nervous] in the first, second, third round and sometimes not in the semis,” he said.
“I cannot predict when I am gonna be nervous, because sometimes I sleep well, I wake up, I feel like ‘Wow, today is a great day’, I feel good in practice.
“Next thing is like a walk on court, I play really poorly or I am super nervous or the other way.
“I felt horrible the whole day and then I play a dream match.
“So there is no real secret to it.”
Federer also discussed the mass press coverage he has had throughout his career.
“At times, everybody weighing in on everything you do, and every match is overly judged,” he added.
“You say, ‘Oh, he is not playing so well, something is wrong maybe mentally or physically, his game is off, what it is, let’s dig a little bit’ and that clearly takes its toll.
“It’s quite challenging going into the press conference and that’s something I tend not to read too much about myself, just because you get influenced by it and you say, ‘Is it my game really that bad right now or is it my forehand the same what it used to be’, and that’s why I try not to read into it too much.
“But clearly what I have always done throughout my career is question myself, even if at the best of times and then also when things do not go so well like maybe this has been a bit more challenging.
“But I did it before so it’s not like now, ‘Okay, god, panic mode, what I am gonna do now to change it around.”