The heavyweight world champion is just days from taking on ring legend Wladimir Klitschko in front of 90,000 fans at Wembley.
And he made a point of remembering the man who helped him at the beginning of his career.
In a BBC documentary to be screened on Tuesday night, Joshua visits Sean Murphy at Finchley Amateur Boxing Club.
After seeing the car, the coach exclaims: “What the f*** man, f*** off, I’ll be too scared to drive it!
“I remember Josh saying to me a long time ago, ‘I’ll look after you’, but you don’t expect this.
“Him winning the world title was enough for me.”
But Joshua said: “These guys will always have their door open for me; when all is said and done I’ll always remember who was there when no one else was.”
The Londoner has won all 18 of his professional fights and has defended his IBF belt twice since winning it from Charles Martin.
He faces his toughest test to date against Klitschko on Saturday night.
And Joshua also revealed the moment he ditched his job as a bricklayer to concentrate on his boxing career.
He added: “When I was younger, I was still smoking, I was partying, I was getting in trouble. I was having court cases.
“I carried on bricklaying, it was the time I was thinking about I was going to do with myself.
“I was telling my site manager and I said I could be back in two weeks, but he said, ‘If you re not here and you’re not getting paid, someone else can take your job. You choose what to do.”
‘So I ended up going to Vegas!’