Two-time world champion Joshua, who lost his WBA, IBF, WBO and IBO belts to Ukraine's Oleksandr Usyk in 2021, is fighting on the same bill as ex-WBC title holder Deontay Wilder.
The pair could fight if both get past their opponents in Riyadh, with Wilder facing Joseph Parker.
Asked if it was hard to focus on Wallin with a potential showdown against Wilder in the works, Joshua told reporters on Thursday he was not thinking beyond Saturday's bout.
"My heart, my soul, every cell in my body is fully focused towards Otto Wallin and doing what I know I can do," the 34-year-old Briton said.
"I know where I'm going in my life. But I've also got to say, this is the checkpoint and if I don't get past this, there is no future.
"So I'm fully locked into Otto Wallin and doing the job."
