The four-time major champion capped a strong year on the PGA Tour by winning the Tour Championship at East Lake and taking the $15 million prize for finishing atop the season's points standings ahead of Koepka.
The Northern Irishman will play his first event on European soil since missing the cut at his home British Open at Royal Portrush last month in the European Masters at Crans Montana on Thursday.
"Brooks has got about a three-point lead on me," said world number two McIlroy, who has not been ranked number one since September 2015.
"I don't know if that's attainable with the tournaments I have left. Obviously Brooks will play a little bit of golf as well. It's a goal to get closer, to keep playing well.
"There's still a lot to play for. That's my focus for the rest of the year, getting closer to that number one spot."
McIlroy, who tees off alongside Englishmen Lee Westwood and Matt Wallace in Switzerland, has failed to seriously challenge for a fifth major title this year despite notching 14 top-10 finishes in total.
"We play 25 tournaments a year, it's not as if the other 21 don't count. There's big tournaments and a lot to play for," insisted the 30-year-old.
"I've won majors, they are the biggest tournaments in the world. Because of them you can't discredit all of the other tournaments and the guys who win those.
"There have been wonderful players over the years who haven't won a major."
McIlroy came agonisingly close to lifting his maiden European Tour title at Crans Montana as a 19-year-old in 2008, but missed a short par putt for victory before losing to unheralded Frenchman Jeff Lucquin in a playoff.
"It's still to this day the one event that I think of that I would like to re-do -- get a mulligan," he said.
- Confident Fleetwood -
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Despite the season having come to a close in the United States, the European Tour continues until its own Tour Championship in Dubai in November.
McIlroy's fellow Ryder Cup winner Tommy Fleetwood also featured last week at East Lake, and is confident of continuing his strong form, having finished runner-up at a major for the second time when finishing behind Shane Lowry at the British Open.
"There's a sense of disappointment when you've been in contention and haven't quite made it," said Fleetwood, the world number 13 who is still looking for a first win of 2019.
"They are all great experiences and they will all help when hopefully I'm in contention and it's my time. All you can do is keep putting yourself into contention."
Fleetwood will play his first two rounds at Crans Montana with two-time defending champion Matthew Fitzpatrick and former Masters winner Sergio Garcia.