Scheffler is the big bookies' choice for the third major of the year, which begins on the tough Oakmont course in Pittsburgh on Thursday.
The 28-year-old won the PGA Championship last month and then followed it up with a PGA Tour win at the Memorial Tournament.
But he knows the difficulty of the course at Oakmont, which he describes as "the hardest golf course that we'll play", will be a leveller.
"I don't pay attention to the favourite stuff or anything like that," he said.
"Starting Thursday morning we're at even par and it's up to me to go out there and play against the golf course and see what I can do.
"This is probably the hardest golf course that we'll play, maybe ever, and that's pretty much all it is. It's just a different type of test.
"There's certain holes where you know when you step on the tee box and par is going to be a really good score.
"There's certain holes where there's some opportunity. When you're in the fairway, there's opportunity but what's so special about this place is pretty much every time you're off the fairway it's going to be very difficult for you to get the ball to the green."
Given his impressive form, Scheffler has often has hoards betting on him to win tournaments.
But he has revealed that unhappy punters who had lost bets contacted him on Venmo - a service that allows users to send and receive money - demanding payment.
"I think everybody hears from fans whether they have a financial benefit or anything in their outcome," he added.
"That's why I had to get rid of my Venmo because I was either getting paid by people or people requesting me a bunch of money when I didn't win. It wasn't a good feeling.
"I don't remember the most that somebody would send me. Maybe a couple of bucks here or there. That didn't happen nearly as much as the requests did."
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