The American, a four-time Major winner, returns to Abu Dhabi Golf Club for the third time, having secured a top-ten finish at the venue two years ago.
“I love this place,” said Koepka. “It’s always fun to get back to.
“It's just a place I like coming to. I felt comfortable here and hopefully play well this week.
“These Rolex Series events are what you have more emphasis on winning. It's what you want to win.
“The players that are playing in this event are obviously really good: some of the best players in the world. That's why I think everyone's here.
“You want to play in the top events. You want to play in the best events you can, and win them.”
The event marks Koepka’s comeback from a three-month injury lay-off, after a knee problem forced him to withdraw form a PGA Tour event in Korea last October.
“When you have something you love and it's taken away from you, I think it makes you appreciate it more and really enjoy being out here,” he added.
“I miss competition. I've missed showing up to an event preparing for something, because I haven't had anything to prepare for.
“When you have three months off, it's not fun, I know that. But it makes me appreciate the game more every time and hopefully I don't have any more of those situations.
“In Korea I re-tore it and the kneecap had moved into the fat pad, which was excruciating. It's a lot of pain. It's not fun.”
Koepka is one of several US stars taking part this week and his Ryder Cup team-mate Bryson DeChambeau is also keen to become a Rolex Series winner.
“Every tournament I'm going to, to pretty much win,” DeChambeau said.
“You're not going to a tournament to go, oh, I'm preparing for this win.
“For me, having a Rolex Series event and having it be this important, it's fantastic. But every tournament I play in, I still go in with the mind-set that I'm going to win and do my absolute best to win.”
Compatriot Patrick Cantlay is playing a European Tour event outside the Majors and World Golf Championships for the first time and hopes to establish himself as a global player.
“I think it's important to play all over the world, not only just for growing-the-game purposes, but I think it's good as a golfer to see different places and get comfortable playing all over,” Cantlay said. “I think that's part of it.
“I think both the European Tour and the PGA Tour play more of a global schedule, especially in the last decade. I don't think that's going to change.
“I think it will continue to be more of a global game, and we see that with the World Golf Championships. I think it's all good, and it's good to play in different places and experience different cultures and see what the world is like.”