Defending champions India open their campaign in the ICC event with a marquee clash against Pakistan here on Sunday.
"I think when the game starts, it feels quite normal (for the players)," Azhar said after a lengthy training session at Edgbaston.
"The players are playing the situation, whatever the teams need at that time. Players are professionals, so they tend to mould into that situation rather than thinking too much about who we are playing. It's a ball and bat and you just want to perform with those.
Azhar's One-Day International record reads an impressive 1605 runs in 45 matches at an average of 38.21 and a strike- rate of 75.00.
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His class and calmness have earned him a recall in Pakistan's ODI side for the tournament.
Ahead of the big-ticket game, he further said, "No international game comes easy to you, you have to work hard for it and it will be the same against India. For every team, whenever a player puts on his country's shirt, he aims to give his best. It will be the same for both teams.
Azhar's does not want to put too much pressure on himself.
"If you set too many expectations on yourself you will only end up putting more pressure on yourself.
"I'm happy with my fitness and form, really want to go in the middle and perform for Pakistan. Every player in this tournament will want the same, because ICC events are a great opportunity to establish yourself.