The Pittsford Golf Club is likely to suit Ko's strength, her precise ball striking, as the layout is narrow and challenging from tee to green.
"It's a very tough course," said the youngest winner in professional golf history from New York.
"It is the narrowest course I've ever played on. The rough is tricky as well. It's about hitting the fairways on this course I think."
Ko is playing in her 18th professional tournament and is yet to miss a cut.
She is famous for being the youngest winner on the ALPG, LET and LPGA Tours since making her debut in a pro event at the New Zealand women's Open in 2010.
She is much more comfortable playing big tournaments this year after her stellar season in 2012 but there is always a weight of expectation on her.
"Every tournament makes me both nervous and excited. I know I will be nervous from the first tee on Thursday. But being nervous is good."
Ko's most recent performance in Japan should give her some confidence. She made four birdies in the final nine holes of the World Ladies Championship Salonpas Cup in Ibaraki to add another top-five finish to her incredible record in professional events.
This season she won the New Zealand women's Open at Clearwater, finished runner-up at the NSW Open, third at the Australian Open, tied fourth on the JLPGA Tour, tied ninth at the LOTTE LPGA Tour event in Hawaii and in a share of 25th place and the leading amateur at the Kraft Nabisco Major Championship.
It is a record that has seen her climb to No 22 on the Official World Golf Rankings and become a well-known golfer all around the world.
Ko has taken her game to a new level but is still not totally happy with her season so far.
"It's been an up and down time [this year] I can't be happy the whole time but overall I'm pretty happy."
She said that she is not focusing on making history. She just wants to play well, keep her expectations tempered and not get ahead of herself.
"I'm just going to try my best. I don't want to rush things. My first goal is to make the cut. If I finish top 10 in any tournament I am always happy."
If Ko could manage a top 10 finish it would be the best finish by a New Zealand woman at a major championship. The best result remains Lynnette Brooky's tie for 12th at the US Open in 2002.