History beckons for Joe Calzaghe, who asks, expressively: “Who else is there to fight?” Indeed. Behind him lie the victims of 45 successive wins; before him is Roy Jones Jr, one last battle and the opportunity to emulate Rocky Marciano and call time on a professional career without a defeat.

It was also in New York that Marciano unleashed his last punch. A crowd of more than 60,000 at Yankee Stadium was there to witness it and count out Archie Moore, though such were the gashes that he opened on Marciano's nose and brow that they helped to usher him to the door marked retirement. This is where Calzaghe stands today, though as he happily points out, his features do not bear witness to the life of a professional fighter. “I'm not bashed up,” he said. “You can see by my face that I'm pretty slick.”

It is not all quite that slick. Calzaghe says that he wants to retire, but what he will not do is promise that he will not then come out of retirement. And, for the record, Floyd Mayweather Jr is officially in retirement without being beaten and Sven Ottke, the German super-middleweight, also quit as an undefeated world champion.

Ottke stands as a reminder of those who Calzaghe did not box, although the Welshman detests the mirror of hindsight. Those he did not fight, the acclaim he struggled to achieve, the money he might have made - it all pales next to the bare fact that Saturday at Madison Square Garden presents the opportunity to do what Marciano did. Just for context, Lennox Lewis was defeated twice, Muhammad Ali five times, Sugar Ray Leonard three.

On Monday evening, in a diner off Times Square, Calzaghe let flow his feelings about the history of the unblemished record. “Marciano is the most famous,” he said. “But regardless of anyone else, I just don't want to get beat. To stay undefeated is my legacy. I'm one step away. I believe it's in my hands. It's for me to throw away.”

With that in mind, Calzaghe recalled his last acquaintance with defeat and the promise he made to himself that it would never be repeated. For this, we have to go back 18 years into his amateur career, half a lifetime ago for Calzaghe - not that he has remotely forgotten the detail - to the European Junior Championships in Prague, where he was beaten by a Romanian called Adrian Opreda.

“I was crying afterwards,” Calzaghe said. “I was so frustrated. And I then watched the guy win the title. That made it even worse. I still remember losing the fight. I got robbed; I think three of the judges got chucked out afterwards. It was an East-West thing. But that was the last time I lost. I promised myself then that I'd never lose again.”

What he is engaged in is an exit strategy and that, he said, is why Jones fits the bill. Jones is 39, three years Calzaghe's elder, which is why the bout, officially entitled “Battle of the Superpowers”, has the air of a pensioners' parade. And Jones is four years shy of Calzaghe's previous opponent, the 43-year-old Bernard Hopkins.

But Calzaghe wants big names and big reputations glittering at the top of his fight CV. He sees it as a way of collecting kudos, rather like Lewis collected the scalp of Mike Tyson. “Fighting Roy Jones at Madison Square Garden, how's it going to get bigger than that?” he said. “It's the icing on the cake, isn't it? The last two fights are my biggest and this will round it off.”

The criticism he faces is that he has not spent longer fighting in America, establishing the reputation that he is chasing. “But who else was there to come to America for?” is his answer, delivered with ringing impatience. “The only two guys are Hopkins and Jones.

“Americans can't fight as well as they think they can. They've always been ignorant. That's why they don't give me the respect I deserve. Americans only won one boxing medal in the Olympics [a bronze]; they haven't got one heavyweight world champion. People say, 'You have to come to America, you're just a European fighter.' But Europeans are now better than American fighters.”

As Calzaghe points out, he only just caught the end of the era of some of the great boxers of his division. He pretty much terminated Chris Eubank's career, but he missed out on Nigel Benn and Steve Collins. “People say, 'You never fought anybody,'” he said. “But who else was there to fight?”

What is clear is that Calzaghe has heard enough of what other people say. It is his view - and not an unreasonable one - that he has done sufficient to silence them.

So, to make the point, he wants to put on a show - “I'm excited, I feel something great is going to happen,” he said - and leave a set of perfect statistics behind him. “It means so much to me to get out while I'm ahead, rather than go to the well, find there's nothing left and get hell kicked out of me and then retire,” he said.

It could be that nothing defines his career quite like the leaving of it: bowing out ahead, just like Rocky Marciano.