But on Saturday at Staples Center in Los Angeles, Fury's mind told him 'You didn't come this far just to lay down, not even to the most risky puncher in the sport.' Fury did not just get up, he came back and rocked Wilder (40-0-1, 39 KO's) late as they battled to the end in a classic heavyweight battle before 17,698 fans, but the bout was ruled a controversial split draw.
A photo of both Wilder and Fury's expressions directly after the result was announced sums up most people's feelings on the fight.
Despite climbing off the canvas twice - the second knockdown in the final round appeared to momentarily leave him out cold - most observers thought Fury had done enough to claim a decision. The American teased that depending on how this fight with Fury goes, he may opt another fight with him rather than face Joshua.
"It's no secret that Joshua did not want this fight", Fury told his media conference. "Why not give a great fighter another opportunity?"
The Bronze Bomber maybe knew he was lucky to have come out of the fight still clinging onto his WBC heavyweight championship, after being under the cosh for most of the fight.
Fury also said he hopes to arrange a rematch.
And already Fury is targeting a rematch - this time on home soil, with Manchester United's Old Trafford his desired venue for another meeting with the 33-year-old Alabaman.
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And then you see that there's backspin and you see the ball hits the crossbar. "As players, we know how much it means to us". Football-wise, in a lot of moments [we were] really good. "The game was what we expected".
"We are two great champions", he said. "God bless America. The "Gypsy King" has returned".
The American champion struggled to connect cleanly with Fury throughout an absorbing contest, all too often sending huge arcing haymakers whistling past Fury's head.
Eventually, Wilder's thunderous punches landed. After avoiding Wilder's follow-up attack, an exhausted Wilder had nothing left. In all the other rounds the fighters were separated by a single point. Fury managed, somehow, to return to his feet before the count ended.
Wilder responded with increasingly desperate flurries of big punches, very few of which found their mark.
WBC strap holder Wilder retained his belt at the Staples Center on Saturday after the bout with Fury was declared a split-decision draw.
First in the ninth and again in the 12th, and final round.
With a large contingent of British fans in the audience of 17,698 roaring him on, a victory suddenly seemed within reach.