The Premier League gets underway on Friday, with Manchester United taking on Fulham in a late kickoff.
While the Cottagers are underdogs, they did win at Old Trafford in the league last term.
“It’s a very special game,” Leno told club media.
“The whole world will be watching. Old Trafford, special stadium, a big game for us, but we go there to play our game, and I think it’s a dream for every footballer to be on that stage.
“The quality they have is exceptional. I think you saw that in the FA Cup Final that they won against (Manchester) City.
“City is probably the best team in the world, so they are capable of beating everyone, so we have to expect a very strong team.
“Of course, they will want to win the first game at Old Trafford and start the campaign in a good way. But we will prepare our game as well and try to get something from there.”