The expectation is high for Joshua, who is seeking to win his 22nd professional fight and maintain his unbeaten record in the process.
Most casual fans of the sport believe Joshua will walk through the Russian, but the visitor does bring a real threat to the British star’s unbeaten record.
This is a meeting between two Olympic gold medallists and, outside of Deontay Wilder and Tyson Fury, Povetkin is the most dangerous man in the division, even at 39.
Maybe that is why Joshua is considering what defeat would mean for him – and why he insists one loss will not define him.
That fear of losing is always there
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“That fear of losing is always there,” he said.
“If Sugar Ray Robinson lost, the best fighter of all time can lose.
“Sugar Ray Leonard, Marvin Hagler, Thomas Hearns, Roberto Duran, Muhammad Ali, Mike Tyson, Evander Holyfield, and Riddick Bowe all lost. So who am I to go undefeated?
“But I am content with it because I know those nights of negativity don’t define me.
“I have lost before as an amateur and that didn’t deter me from getting where I am today.
Joshua vs Povetkin: Anthony Joshua s seeking to win his 22nd professional fight (Image: REUTERS/PA)
Joshua vs Povetkin: Expectation is high for Anthony Joshua to win (Image: REUTERS)
“The reality is, why is the heavyweight division interesting? Because one punch can change the course of a fight, you are in there for 12 rounds.”
Joshua’s last defeat as a fighter was the 2011 World Amateur Championship final against home favourite Magomedrasul Majidov in Azerbaijan.
“It was the first time I dropped a tear because it meant that much,” he said.
“It was one of those Klitschko-esque fights. The Azerbaijan army was there, the president was there.
“That’s what’s weird – as an amateur you lose, you go again and build yourself back up. But as a pro, you lose and people say, ‘Ah, he’s s***’. That’s why the fear of losing is a lot more now.
“I know that it could happen because I know how tough this sport is. There is only one winner and one loser.
Joshua vs Povetkin: Alexander Povetkin is one of the most dangerous men in the division, even at 39 (Image: PA)
“Look at a lot of the highlight reels of Mike Tyson or Muhammed Ali knocking guys out. You don’t know any of their stories, his opponents are remembered for being the guy Muhammed Ali knocked out, or Mike Tyson knocked out.
“But, what of that person’s whole career? It’s crazy in this sport. It’s focused solely on the winner, it is all about winning. The fear of losing is huge because you can lose everything. Scary sport.
“In boxing there’s no League One, League Two. You can’t say I am going to stay at British level and dominate and be king of that league. You are either the best or you’re not.”
Joshua may be the most recognisable face in British boxing right now. But at home it’s a different story with his son, JJ.
Joshua has started playing his two-year-old boy some videos of his fights, but he hasn’t got the reaction he expected.
“I was showing him the other week and he went, ‘That guy looks like you, that guy looks like you!’ It was funny,” Joshua said.
“I don’t think boxing is for him. I hope he won’t be a fighter. It’s hard.”
Joshua vs Povetkin: Anthony Joshua insists the fear of losing is always there (Image: PA)
The world heavyweight champion may not push his son to follow in his footsteps as a boxer but he won’t keep him away from the sport completely.
Earlier this week, his boy wanted to join him in the gym as he put the final touches to his preparations for his clash with Alexander Povetkin at Wembley on Saturday. Instead he was sent to a trampoline park with his gran, Joshua’s mum Yeta Odusanya.
But Joshua will not worry about his son seeing his dad involved in brutal battles in the sport.
If he is going to be brought up in a lifestyle where he lives in a nice house and gets driven around in flash cars, then he will learn what his father does to afford such luxuries.
Joshua said: “Keep him away? No, no way.
“You’re going to see the tough times and the good times, but you’ll know what it meant to me and why I got involved in it. That is what’s important.
Joshua vs Povetkin: Anthony Joshua will face Alexander Povetkin at Wembley on Saturday (Image: PA)
“Have a look but ask questions. Don’t just be blinded by all the bright lights and stuff.”
If Joshua’s talk of doubt and fears is a concern to fans the British heavyweight star reminds everyone about his belief of who is the best in the division right now.
And according to the WBA, IBF and WBO champion it certainly isn’t Wilder or Fury, or Povetkin.
“I am the best in the division,” he added.
“There is no doubt about it. It’s been proven.”