"Boxing is the saddest thing I ever took part in, I'm the greatest, and also retired," Fury said in an expletive-filled rant on Twitter.
A few hours later, however, the 28-year-old revealed he was planning to carry on fighting.
"Hahahaha u think you will get rid of the GYPSYKING that easy!!! I'm here to stay. #TheGreatest just shows u what the Medea are like. Tut tut," he said.
Fury, WBA and WBO and champion, had been due to defend his titles against Wladimir Klitschko in July but pulled out with an ankle injury.
The fight was rescheduled for this month but postponed again due to an unspecified medical condition.
Fury has tested positive for cocaine, ESPN reported last week citing a leaked letter sent by the Voluntary Anti-Doping Agency (VADA). Reuters was unable to verify details of the report.
Fury's uncle and trainer Peter Fury said recently that the boxer was "almost at breaking point" and receiving professional help.
(Reporting by Shravanth Vijayakumar in Bengaluru, editing by Ed Osmond)
