The Northern Irishman has dropped down to six in the world rankings after struggling with both form and injury this season.
However, McIlroy is in upbeat mood ahead of the event at St Andrews next month as he seeks a strong end to the year.
"I’ve finished second three times [in 2009, 2011 and 2014], so perhaps this is the year I can go one better and end my season on a real high," he said, as reported by The Scotsman.
"The Alfred Dunhill Links is a great, late season event and I really enjoy the format. Played over three world-class courses I greatly respect, I can’t wait to come back again in October," added McIlroy.
"The support I've had from the Scottish and visiting fans has always been fantastic and I have had some wonderful memories on these courses.
"I won my European Tour card after the 2007 Championship and I’ve played with my Dad a couple of times since – always very special experiences and times I’ll never forget."