Daley, who won a bronze medal in the men's 10 metre platform at the London 2012 Olympics, announced last year he was dating a man.
Russia has come under heavy international criticism for a law banning the spread of "gay propaganda" among minors.
Protests marred the build up to this year’s Sochi Winter Olympics, but speaking at the Leaders in Sport Convention at Stamford Bridge on Thursday, Daley said his sole focus is on competing.
“I go to competitions to dive, I have no concerns about going to Russia,” Daley said. “I have been there five or six times before and never had any problems. You go there to dive, you don’t go there thinking about doing anything other than that.
"For me I wouldn't be going there thinking 'I've got to do this (protest) - I just go there and focus on my performance."
Daley, the youngest Briton to win a senior world diving title at the age 15, announced on YouTube last year that he was dating a man and the 20-year-old said he has received an encouraging response from the sporting world.
“It was a life decision to make, it wasn’t a business to make,” he said. “Going in to it I had no idea what effect it was going to have.
“I have been very lucky that we spoke to our sponsorship partnership before the video went out and everyone was so supportive.
“The amount of messages and people wishing me all the best has been overwhelming and it’s great to think that in this day and age people are dealing with it. In sport it’s not very often that you get that.”
Daley said gay men or women in sports such as soccer should not have any issues about coming out.
“I think people will be surprised how supported they would be if they came out in a football environment,” he said.
“You don't have to do a YouTube video and announce that you're straight. It shouldn't be anyone's business.
"You should just be able to live your life the way you want to live it.”
(editing by Justin Palmer)
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