The good news? Thanks to his obvious discomfort at some of the more frivolous PR stunts he's had to endure, you actually believe him.
So far, Calzaghe's played the hype game with the required gusto, insisting Hopkins is a "phoney who's going to need a respirator to keep pace with me".
He has also dismissed the American's credentials with some stinging criticism. "Hopkins fancies himself as a legend," said Calzaghe. "What kind of legend has four losses and a draw on his record? I've had more successful title defences. I've already passed him by. His career is in my rear-view mirror.
"He's not a legend, he's a B-side fighter who depends on big-name opponents to attracts fans to his fights - Felix Trinidad, Oscar Del La Hoya and me."
Yet for all his bravura, Calzaghe doesn't hide how much he'd prefer to be back at his gated villa in the Vegas suburbs working in peace with trainer, dad Enzo. That sky-high suite? He's only used it for the obligatory interviews.
Until the expected Welsh invasion begins tomorrow - there should be 6,000 here by the weekend - it all feels more subdued than when Ricky Hatton would often while away idle hours among the madding crowd in the casino before last December's Floyd Mayweather fight.
One fan was impelled to shout at Calzaghe: "Do it for Ricky, Joe!" Yes, do it for Ricky but don't do it like Ricky. The blessing for Calzaghe may turn out to be that, despite his brilliance as a fighter, he hasn't anywhere the sort of charismatic, outgoing personality which made Hatton a moth to the Vegas fame flame.
Yet even Calzaghe had to concede that taking on his first fight at light-heavyweight in the US backyard of a hall of fame champion, with an American referee and judges controlling his destiny, represented a serious step "out of the comfort zone".
And how Hopkins plays on it. "Joe had the opportunity to fight me here years ago and never did," he taunted, while effortlessly rewriting history. "In Europe, he's probably a God, but Calzaghe is not a Ricky Hatton, who showed a lot of balls a long time ago by fighting over here."
The American's twinkling eyes just added the unspoken reminder 'And look what happened to him ...'
So, the master's psychological wind-ups start here. Today, the pair have their obligatory eyeballing session and you can bet your bottom dollar Hopkins will try anything to get inside a clear head. Whatever happens, Calzaghe promises just to smile.
"Nah, he can't mess up my mind," he swore yesterday. Neither, he might have added, can Vegas.