Cardiff’s Principality Stadium was the “frontrunner” to host the fight on 14 December, according to Joshua’s promoter Eddie Hearn.
But speaking on the Joe Rogan Experience about a UK fight, Ruiz said: “That’s not going to happen.”
He added: “We have been going back and forth, my team and their team. I’d love to have it back at Madison Square Garden to run it back.
Ruiz, 29, refused to say where the highly-anticipated bout is set to be, but said news would circulate “pretty soon”.
Delays in confirming the fight – for the IBF, WBA and WBO belts – have led to speculation it may not happen, but Ruiz said he will “definitely” face Joshua this year.
“I don’t think we will be changing too much,” he added. “Just exactly what we did for the last one is what we will be doing, just more intense.
“I’m willing to fight anybody, as soon as I win the rematch. Tyson Fury, Deontay Wilder – anybody.”
Ruiz scored four knockdowns on his way to a seventh-round stoppage on what was Joshua’s much-publicised US debut. The result ranked as one of the biggest upsets in the history of the heavyweight division, with Joshua a 1-25 favourite before the bout.
American-born Ruiz, who fights under a Mexican flag as a result of his heritage, says he has watched the fight “about 30 times” and revealed his life has transformed since the win.
“A lot of people didn’t know we were struggling a lot even before this fight,” he said. “I was with Top Rank [promoters] and not getting a lot of fights. I had one more fight left with them and they didn’t want to let me go so I had to pay the contract off. Everything turned around so quick.
“From having nothing to wanting something in life is big motivation, especially me – I have five kids. It feels nice getting the stuff I always wanted, seeing famous people having nice stuff, now I can get it for myself, my family, kids and mother.”