"I used to sleep and I'd be thinking about it - I lost."
"Even though I lost, it was only in my quiet times like going to bed or something like that, that I really thought about it," he has recently admitted.
And this is what is truly at stake in the hair-raising Ruiz Jr rematch, live on Sky Sports Box Office on Saturday. For all the boxing gold, for all the sporting fanfare, it is those quiet times that are on the line for Joshua, the ability to firmly exorcise the ghost of Ruiz Jr.
That search for peace comes at a massive gamble, six months after the nightmare began. What happened in New York will be nothing compared to the eerie silence if Joshua is toppled again, his gargantuan frame forced to drag itself back up and the feeling of helplessness once again engulfing him.
This is one of the most compelling fights that boxing can provide, a world heavyweight championship contest in the desert that will stretch the sport's most famous face to his absolute limit. Will he break?
Joshua has shown immense strength of character to dive straight back into the fire although, if his desire is to regain the IBF, WBA and WBO titles and to eventually face Deontay Wilder to crown an undisputed champion, he had little choice. If he opted to rebuild slowly, the belts would have fragmented into a puzzle too complicated to piece back together.
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