The boxer made the claim on social media after posting a series of Instagram stories showing the less glamourous side of his life. Fury feels that athletes should be rewarded for their dedication and the sacrifices they make in following a training programme.
He said: "A little bit of behind the scenes. People only see the glitz and the glamour of boxing on the night and all the entertainment.
"But they don't see the hard work which goes in. They don't see the running in the rain, running in the snow and the cold.
"They don't see all the long nights and early mornings, on your own. It's just all a bit of a mirage. Any boxer, whatever they get, any athlete, they deserve a million times more.
"Because, nobody knows, apart from other athletes, the work, the sacrifice, the dedication that goes in over the years."
The heavyweight champion continued: "From being 11 to 12 years old, I've been doing the same stuff day in, day out, day in, day out.
"Rain, sun, hail, snow - work. So, remember, never disrespect athletes because you don't know what it takes to do it."
Fury is being lined up for a mouthwatering fight with Anthony Joshua and believes that he will knock out his rival within a couple of rounds.
He said: "I just believe, take him out early - very early - maybe even one round or two rounds.
"I don't believe he's as good as people crack him up to be, or he doesn't believe he is in his own self.
"He's got a confidence issue. He's coming off two shaky performances and boxing is all about who is in form and who isn't."