Jordan Spieth will attempt to follow in McIlroy's footsteps next week by completing the career Grand Slam at the US PGA.
It will be the 31-year-old American's ninth attempt at completing the set after winning the 2015 Masters, 2016 US Open and 2017 Open Championship.
However, while McIlroy repeatedly attempted to complete the Slam at Augusta, where the Masters is held every year, the US PGA Championship changes venue annually.
"It's a bit of a different proposition for him rather than me having to go back to the same venue every year and trying to do that as well," said McIlroy.
"As much as you just try to put yourself in the right frame of mind to try and win the golf tournament and then let everything else happen, it's in there. Consciously or subconsciously, you feel that.
"The worst I felt on Sunday at Augusta was when I made birdie on 10 to go four ahead because I was like 'I really can't mess this up now'.
"There's that pressure. You know you're not just trying to win another tournament. You're trying to become part of history and that has a certain weight to it. I've certainly felt that at Augusta over the years and I'm sure Jordan's felt that going into PGAs when he's had the chance to do the same thing."
McIlroy is out at 17:26 BST in Thursday's Truist Championship opening round alongside American Justin Thomas and England's Tommy Fleetwood.
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