The British welterweight even questioned whether his fellow former Olympian ranked in the top three ahead of his rematch with Andy Ruiz Jr .
Khan told the Mail : “Fury is No 1 and Wilder No 2. We will know who’s No 3 after Joshua-Ruiz II but I’m among those wondering if it is wise for Anthony to do this immediately.
“I think it might have been better for him to have a couple of easier fights to get his confidence back, especially after being knocked down so often and stopped.
“We’re all wanting and hoping Anthony can pull this off but I’m concerned that we could see the same fight over again.”
Joshua suffered his only defeat to Ruiz Jr back in June, but is hoping to avenge the loss in their follow-up bout later this year.
Meanwhile Fury and Wilder both remain unbeaten, with the pair looking set to meet again in February after drawing their previous bout.
“Fury is the most talented,” Khan said. “Wilder is very dangerous but on the evidence of most of their first fight I can see Tyson out-boxing him over the 12 rounds.
“Just as long as he doesn’t get caught again by a big punch.”
Fury must first overcome Swede Otto Wallin in Las Vegas on Saturday, while Wilder is preparing for a second fight with Luis Ortiz.
But Joshua’s fight is shaping up to be the fight of the year, as he prepares to clash with Mexican Ruiz Jr in Saudi Arabia.
The Middle-Eastern nation staged Khan’s last fight against Billy Dib, and the Bolton-born star is hoping to return to Saudi to face Manny Pacquiao in the near future.
Khan added: “It will be interesting to see how big Anthony’s fight is out there.”