The 'Gypsy King' will defend his WBC heavyweight title at Wembley Stadium and the pair have sold 94,000 tickets for the British clash - a UK boxing record for an attendance.
However, there were concerns about whether his opponent would turn up following a no-show at the promotional press conference last month.
Fury was asked if it would be his final fight on Thursday's media Zoom call and said: "I am only thinking about Dillian Whyte at this moment, I am not thinking about retirement. That will all come after I have had the fight and we will think about what is to come, what the future holds for me.
"At the minute I have a massive task in Dillian. A lot of people are underestimating Dillian Whyte - but not me.
"I give the guy all the respect he deserves throughout the training camp, I have been training since January, breaking all records in the gym, so I am feeling good, looking good. I am not underestimating this guy and have given him the respect I did for Deontay Wilder."
This will be Fury's first fight in the UK since 2018 after all three of his bouts with Wilder took place across the Atlantic.
After an extra 4,000 tickets went on sale earlier this month, this event is now set to break a new sporting record for attendance at the new Wembley.
"I have been on the road since 2018, been in some tough fights around the world and it's finally good to come back and create some records on UK soil," Fury added.
"To be fighting at the national stadium in London, it just shows how much the fans support me and I am overwhelmed at the support I have been shown since the comeback, since the second career, it has been absolutely fantastic.
"I just want to say a massive thank you to every person who bought a ticket and made this event possible. Not only me, the opponent and the promoters make this happen, without the fans there would be no event and that is a fact."