The 26-year-old said that he couldn't get away from the attention when he attempted to secure a career Grand Slam at the Masters in April. He ended a best-ever fourth behind winner Jordan Spieth.
The Northern Irishman, who bagged his first major at the 2011 US Open, said that he would be disappointed if he does not win a major this year, the BBC reported.
McIlroy, the four-time major winner, failed to keep momentum at the PGA Championship at Wentworth and the Irish Open in May after claiming a win at the Wells Fargo Championship in North Carolina.