The Swiss legend spoke to France's Tennis Magazine about his natural talent, and how he is convinced that he never had the same sort of innate skills as legends such as Martina Hingis, Tiger Woods - or Nadal.
"I have a lot of talent but not like Tiger Woods, Rafael Nadal and Martina Hingis," said the 34-year-old.
Federer apparently realised immediately upon first playing Nadal that he was up against a very special opponent.
"It was clear that the Spaniard would become the number one already in very competitive times," he added, before expanding on his thoughts about how he doesn't feel like one of sport's greats.
Rafa Nadal and Roger Federer : Wimbledon final, 2006
Image credit: AFP
“I can’t see myself as the kind of idols [Michael] Jordan were to me, they are so above all the rest, I feel like I’m not like them," he said.
"Maybe I am, but it’s weird. I can’t wrap my head around that...
"When Hingis won Wimbledon she was 16 and I was 15, I told myself, winning Wimbledon next year would be totally impossible for me!
"So I watched her win and my jaw was just on the floor out of bewilderment, I just had no idea how she managed that.”
Martina Hingis at Wimbledon in 1997
Image credit: Reuters
Federer's fans - and even his detractors - would clearly put him in the same bracket as any of those big names, of course, and their appreciation is not lost on him.
"I really appreciate all the support. I’ve always said that the fact I get so much support, it’s not normal for me. I’m really – I’m not sure if it’s the right word – very proud, it makes me really emotional, getting all this support from all over the world,” he said.
And the 17-times Grand Slam champion also spared a thought for his wife, Mirka - and thanked his luck that she was drafted in as a late pick for the 2000 Olympics.
"Sydney 2000, the big start for me, Mirka, well, all the way till now," he said. "I am happy she went to the Olympics at the last minute since that is where we kissed for the first time."
Federer's generous tribute to Nadal is a fine statement, though we're not sure we'd agree: while Nadal was certainly blessed with superior natural gifts in terms of his strength and resilience, Federer's artistry and light-footed grace is at least as powerful a weapon. And sadly, we can imagine some of Federer's critics - those who accuse him of false modesty - pouncing to point out that by asserting that he has less talent, Federer is actually suggesting he's earned more plaudits for his hard work than Nadal.
But let's put any such petty point scoring to one side. What this interview shows above all is that Federer really is no different to the rest of us: in his head, he's clearly just a guy who can't quite believe the extraordinary things that have come his way. On that score at least, he's probably correct in his comparisons: we don't think for a second that Tiger Woods or Michael Jordan would ever have felt such self-doubt.