Monk left Leeds in controversial circumstances after just one season in charge when he resigned in May 2017 - after saying he was unable to "reach an agreement" with owner Andrea Radrizzani.
Soon after, he linked up with Middlesbrough and was given a hostile reaction when Boro visited Elland Road in a 2-1 loss in November 2017.
Monk fared better at his former club's expense last season in securing a double over Leeds.
On Saturday's meeting with his ex-employers, with both sides having enjoyed positive starts to the campaign, Monk said: "It is great, brilliant.
"What a tough week we have had and we want to try and finish the week well.
"Leeds were fantastic last season and were unlucky to miss out as they did. I have said it many times, I am proud of the work I did there.
"I enjoyed my time there, but the focus is on trying to win.
"It is a tough game, but is one we can really look forward to.
"We need all our fans behind us here, it is going to be a big atmosphere and they will bring a lot of fans as well, it is going to be a fantastic atmosphere.
"It is a game, it is three points and we want to try and finish the week positively."
Monk is yet to taste defeat at league level in a home game at Hillsborough, with the Owls having taken 14 points from a possible 21 in his seven Championship games in charge so far.
The 40-year-old has spoken about Wednesday turning Hillsborough into a fortress and the signs are encouraging in that regard, with the Owls having lost just once there in the league this season with their concession of three home goals being the joint-best in the table
Monk added: "It is one of our aims. It is a target for us. I said that as soon as I came in here. We want to give more as well and we know that we can.
"Slowly but surely, we can build that. That is by wins and clean sheets. That is two in the last two (in which) we have done that.
"I think we have done very well. It has been three games in terms of the league for myself here and we have got two wins and a draw.
"Saturday will be very difficult for us, but the determination is to make this a fortress for us."