The 28-year-old has been an ever-present in the league for the Bantams since returning to Valley Parade during the summer after three years north of the border with Rangers.
His time with the Glasgow club included their fightback from bankruptcy and demotion to the bottom division in Scotland, Law being part of two promotion-winning campaigns and the team that lost in the play-off final under Stuart McCall.
Those experiences mean that rejoining Bradford, whose home crowds dwarf every side in League One barring Sheffield United, was never going to intimidate Law.
“There is expectation but I am used to that in my career,” said the former England youth international. “I was at Rangers so that side doesn’t faze me.
“We are second in League One (before Bolton’s win at Bury last night) and have still only lost one game this season. If that is as bad as it gets, I think we will be pretty happy.
“But, at Rangers, that would be a crisis. We had to win every week, particularly at Ibrox. The fans would turn up and there wasn’t really an atmosphere. Just a case of them saying: ‘We are here and expect the three points, then we go home’.
“Away from home was different, in that the fans got behind us that little bit more. But the expectation is massive up there, even this season now they are back in the Premier Division.
“Fans expected Rangers to win the league, even though it wasn’t probably too realistic this season.
“I remember Ian Durrant, one of the coaches at Rangers when I signed, telling me that if Rangers played Barcelona then the fans would expect a win – and Rangers were in the second division at that stage. That is how it is up there.
“I did think, ‘Surely not’. But I saw it for myself. So, a home draw against Southend like we had last Tuesday isn’t the highest on a crisis list for me.”
That stalemate against Phil Brown’s Shrimpers followed a 1-0 reverse at Oxford United, City’s first defeat of the season.
With last Saturday’s derby encounter against Sheffield United finishing 3-3, it means the Bantams are without a win in three outings.
“The hardest thing to deal with in football is the expectation,” added Law. “In this league, Sheffield United probably have the most expectation but we have it as well.
“The way we have been playing and the results, it is understandable that the fans expect us to do well. We expect to do well.
“Southend was a disappointment. The fans thought we would win, but that isn’t how football is at this level.
“Credit to Southend, as they made it as tough as anyone has done this season. They were big and organised. We are not a secret any more so teams come up with ways to stop us.
“Anyone can beat anyone. They really can. Look at Oldham beating (leaders) Scunthorpe last week, who would have expected that?”
Law is in his third spell at Valley Parade after two loan stints during McCall’s first reign as manager.
“I am enjoying it and things are going well,” he said. “I just want to add some goals. In two of my three years at Rangers, I got double-figure goals and double-figure assists. That always has to be the aim.”