The world heavyweight champion will make his American boxing debut when he defends his WBA, IBF, WBO and IBO titles against Jarrell Miller at Madison Square Garden in New York on June 1.
"I plan to embrace the culture and leave with an appetite for more,'' said Joshua, whose 22 professional fights have all taken place in Britain.
Joshua has won all of those previous bouts, 21 by knockout. New Zealand's Joseph Parker is the only fighter to take Joshua the distance.
His last five fights have been in stadiums, with nearly 400,000 spectators attending in total. The most high profile was against Wladimir Klitschko in front of 90,000 spectators at Wembley Stadium in April 2017.
But Joshua has been increasingly aware that he needs to fight in the United States to raise his global profile.
"AJ has created an incredible `Lion's Den' atmosphere in the UK and we plan to bring that energy to New York,'' said Joshua's promoter, Eddie Hearn.
Miller, who is also undefeated after winning 23 of his 24 fights, was born in New York.
"AJ is making a huge mistake coming over here to fight me in my own backyard,'' Miller said.
"He wants to announce himself on the American stage but all he's doing is delivering me those belts by hand.
''It's dog eat dog in the ring, and this dog has got a bigger bite. He'll be leaving New York empty-handed."
Joshua is looking to unify the heavyweight belts but negotiations broke down last year with WBA titleholder Deontay Wilder, who ended up fighting Tyson Fury in December. They fought to a split decision draw.