Federer, 22, who begins his Halle title defence on Tuesday, went on to win a first Wimbledon championship after defeating Germany's Nicolas Kiefer in straight sets in the final of the German grasscourt tournament last year.
"It will be one of the biggest challenges of my career to stay unbeaten again in both grass tournaments," the Basel-born Swiss said at a news conference. "But I think it's possible."
Federer's Halle victory in 2003 helped him recover from defeat in the first round of the French Open and paved the way for his ascent of the world rankings as he chalked up victories at Wimbledon and in the Australian Open.
"I discovered energy and a new level of concentration here last year," the Swiss said. "I really had to fight in the first few rounds but it was vital for me to know that I could still win important matches."
Federer said local favourite Tim Henman would pose one of his biggest threats at the two-week Wimbledon championships, which start on June 21.
Grass specialist Henman surprised at Roland Garros this year by reaching the semi-finals after Federer lost in straight sets in the third round to Brazil's Gustavo Kuerten.
At this year's Halle event, which has total prize money of 791,750 euros ($975,300), Kiefer and Dutchman Martin Verkerk would be his main rivals, Federer predicted.
The Swiss is seeded number one and will play Sweden's Thomas Johansson in the first round on Tuesday. Federer has beaten Johansson, 87th in the ATP world rankings, four times out of four although they have not played on grass.
Germany's Rainer Schuettler is seeded two with Verkerk at four and Russia's Marat Safin at five.
