The England international, who joined French heavyweights Clermont Auvergne from Wasps this summer, will be on the bench for Saturday's showdown at Parc des Sports Marcel-Michelin.
Fly-half King said: "I am sure Wasps will know my game inside out, and it is going to be strange preparing to play against them. But Clermont is my team now, and there won't be any divided loyalties.
"I have been having some banter with (Wasps captain) Lawrence Dallaglio on the phone, and it should be a very special game."
While King's knowledge of Wasps' revered defensive organisation should assist Clermont in their victory quest, his admiration for Dallaglio and company is undiminished.
He added: "The essence of Wasps is all down to the strong work ethic at the club. It is, quite simply, phenomenal.
"I had an amazing 11 years at Wasps, and I just felt there was no better way to end my career with the club than by winning the Heineken Cup in front of 81,000 spectators at Twickenham. That was the way to bow out."