After getting the game plan all wrong in his first fight against Oleksandr Usyk, AJ was much-improved on Saturday night in Saudi Arabia.
Their second fight was a lot closer and you could have even made a case for Joshua behind ahead on points after the Brit had Usyk reeling during the ninth round.
But Ukrainian responded in kind, showing his class and bravery in what was one of the best performances during the championship rounds you are ever likely to see.
Joshua's emotions got the better of him post-fight. You can let him off for this after he poured everything that he had into the rematch only to fall short against the number one pound-for-pound fighter on the planet.
Weirdly, Johnny Nelson and some others claimed before the fight that Joshua should retire if he lost to Usyk for a second time.
Joshua rightfully is paying no attention to these naysayers, as he is eyeing another fight before the end of the year.
More activity is needed in the next couple of years for AJ and even with another world title shot a while away, there are plenty of brilliant fights for him…
Joshua vs Wilder is a fight that has been talked about for several years and you could argue that it has never been more likely to happen than it is now.
Both fighters are at a crossroads and it will be interesting to see how Wilder fares in his comeback fight against a strong opponent in Robert Helenius in October.
Wilder did his reputation no harm with his performance in his trilogy fight against Tyson Fury last year, in what was a bout for the ages.
Fury's power took its toll on a weary Wilder in the end, but the American had 'The Gypsy King' in trouble at various points.
Wilder and Joshua are two of the biggest punchers of this era of heavyweights and a meeting between the pair would surely end in a highlight reel knockout either way.
'The Bronze Bomber' is unlikely to be next for Joshua given that he is fighting in October, but a clash early next year could be a real possibility.
Like Wilder, Joyce is also busy as he gears up for a bout against ex-world heavyweight champion Joseph Parker at the end of September.
The Olympic silver medallist's reputation has grown in recent times following impressive wins over Daniel Dubois, Carlos Takam and Christian Hammer.
You'd have to say that Joyce has the best engine out of any of the top heavyweights and he comes at his opponents like a train.
Aged 36, Joyce really needs to get a wriggle on and have major fights while he can. He's starting with Parker in what should be a belter.
You would back Joyce to pick up a hard-fought win over Parker to keep himself on track for a future world title shot.
Before that though, a dust-up against Joshua would be ideal to keep both men ticking over.
Nigeria would be a fitting setting for this clash, given that their roots both originate from the West African nation.
It is been far too long since Africa played host to a huge boxing event, so a Rumble in the Jungle-Esque event headlined by Joshua-Joyce would be an immense money spinner both for the fighters and the country.
Dillian Whyte rematch
The first fight between the pair is still regarded as one of the best of their respective careers.
Whyte stood as Joshua's first real test since turning pro and the rivals combined to gift fans an all-British heavyweight barnstormer.
'The Body Snatcher' succumbed to AJ's power in the end, though both have improved significantly since their first meeting in December 2015.
Both are coming off world heavyweight title defeats and a match-up between them feels like the natural next step either at a packed-out O2 Arena in December or in a stadium during the first half of 2023.
Whyte has already said that a rematch with AJ is his "main focus" above anything else. Even to this day, the pair do not exactly see eye to eye so no doubt the build-up will be dramatic, without even taking into account the bout itself.
Joshua vs Whyte 2 may be an unofficial final eliminator for a world title fight down the line and you'd hope both would blend together to recreate the magic from their first fight.
Andy Ruiz Jr trilogy
Ruiz Jr is another former foe Joshua will surely butt heads with again somewhere down the line.
The American produced one of the biggest shocks in heavyweight boxing history to defeat AJ the first time around at Madison Square Garden in June 2019.
Six months later, Ruiz Jr had clearly enjoyed his win too much as he ballooned in weight for the rematch in Saudi Arabia.
Joshua produced the best pure boxing performance of his career up until that point to reclaim his belts.
After a long spell out of the ring, Ruiz Jr is back and re-focused ahead of his next outing against veteran Luis Ortiz on September 4.
Like Whyte, Ruiz Jr has made it clear that he wants another dance with Joshua. When at his best, he's a busy and troublesome customer for any heavyweight.
While he would prefer it if a title was on the line, Ruiz Jr will be keen to settle the score with Joshua after not giving a good account of himself in Saudi Arabia.
For Joshua, a stoppage or one-sided points win would draw a line under his unexpectedly celebrated story with Ruiz Jr.
Surely, there is too much money on the line for Fury or Joshua to let this fight slip away?
Fury - the so-called people's champion - has frustrated a lot of his supporters in recent months with him flip-flopping between retiring or fighting again.
Unsurprisingly, he has now stated that he would be open to coming out of "retirement" to fight Usyk next.
Now, Fury-Usyk is THE fight to make in the heavyweight division. It would pit the two best fighters of their weight class against each other in a tussle for undisputed. It really does not get much bigger than that.
Before all of that, the boxing community was robbed of the elusive Joshua vs Fury fight last summer, with Wilder's arbitration case making it so the two Brits had to take a different path.
A year on, a lot has changed as Joshua now has two more defeats on his résumé and he no longer has any belts.
But frankly, even if Fury went onto lose against Usyk, the Joshua fight would still be demanded and be as big as ever.
For boxing fans, a clash for undisputed would be monumental. But this fight has major crossover appeal and for the general public, just them fighting each other is big enough of a selling point.
It may take a couple of years to take place, but Joshua versus Fury has to happen, or it is another example of boxing failing its fans.
Right now, Fury is clearly the better fighter. But that will not bother AJ too much, he will take the challenge in his stride, as he did with Usyk.
If he falls short again, his reputation will only grow just for having the guts to take on the challenge.