The German threw away a 10-shot lead at the European Tour event on January 18, handing victory to Gary Stal as he finished third.
Some of Kaymer's play prior to the collapse had been sensational, recording a 64, 65 and 67 to race clear of the chasing pack, and he does not intend to let his final round 75 knock his confidence.
"What happened on Sunday has never happened in my career before, leading by 10 shots at one stage and then losing," he said.
"So therefore, it was a new situation, and actually I'm very glad that it happened. [It is] not nice when it happens, but afterwards, you are even more motivated because you grow a lot on the golf course, as a golf player and also as a person."
He returns to the Emirates Golf Club on Thursday looking to improve on his previous best of second place at the event " that result coming in 2008 when he lost out by one shot to Tiger Woods.
"I feel very, very good, very calm, about this week," he added. "So this week is one to look forward to in a place I enjoy a lot. I have good memories here. I approach this week as a happy Martin Kaymer."
Another man relishing getting on course is defending champion Steven Gallacher, the Scot chasing a third-successive win at the tournament
Achieving that feat would see the 40-year-old join an elite band of men to have lifted the same title three years on the trot - a list that includes Ian Woosnam, Nick Faldo, Colin Montgomerie, Ernie Els and Woods.
That may add pressure to some players, but Gallacher says he is approaching the week no different to any other tournament.
"My plan is to try not to put myself under any pressure," he said. "[But] I'd love to make it three in a row, don't get me wrong.
"It's a course I play well, so I'm hoping to just not think too much about it and just get on and play golf.
"Hopefully come Sunday, I'm in position to give it a good go."
Victory would also see Gallacher equal Els' record of three Dubai Desert Classic wins, and the pair will get to monitor each other's progress having been paired together for the opening two rounds.
Alongside them will be South Africa's Braden Grace, the 26-year-old coming into the tournament off the back of victory in Qatar last weekend.
Kaymer will also play with a former champion after being drawn with Rory McIlroy, while the strong field has a further five previous winners.