The world heavyweight champion is back in the city for the first time in nearly five years later this month for 'The After Party' event.
Speaking to the Express & Star ahead of the June 24 event, the Gypsy King said Wolverhampton holds a special place in his heart as it was where he announced the return of his boxing licence after a ban.
He said that since his last visit to the city in December 2017 he had done "a complete 360" in both his boxing career and his personal journey with mental health.
Vowing to give fans a "night to remember", Fury also referenced Peaky Blinders – a nod to the tactics he joked he would use ahead of his trilogy fight with Dillian Whyte.
Fury was last seen in the ring in April, when he retained his WBC world boxing title after knocking out Whyte in front of 94,000 fans at Wembley.
He later announced his retirement – although speculation is rife over a possible return to the ring.
Fury told the Star he was "incredibly excited" to come back to Wolverhampton to "meet and celebrate with my supportive fans".
He said: "It's an honour to be invited back to Wolverhampton. Since last visiting it feels like I've done a complete 360, in not only my boxing career but also my personal journey with mental health.
"Wolverhampton holds a special place in my heart as it was where I announced the return of my boxing licence.
"More importantly, I'm ready to celebrate my win against Dillian Whyte and my title defence! The After Party is definitely going to be a night to remember.
"See you all there Peaky Blinders."
Prior to his last fight with Whyte, Fury joked that he planned to use 'Peaky Blinders' style tactics and load his gloves with "horseshoes and dynamite".
The event is hosted by Wolverhampton-based promoters ShowFighter and will take place at at KK's Steel Mill on Frederick Street from 6pm.
As well as giving fans the chance to meet Fury, it will feature celebrity DJs, live bands, and an auction of exclusive signed memorabilia.
Fury cuts a popular figure in the Black Country and recently had a pie named in his honour at Mad O’Rourkes Pie Factory.