The Super League champions offered to make the journey to Victoria to take on the Australian champions in the defence of the title they lifted 12 months ago but the annual global challenge is staying in England for now.
Melbourne will be looking to repeat their 2010 victory over the Rhinos but, instead of running out at Elland Road, they must face a raucous 20,400 crowd shoe-horned into Headingley, the venue for last year's memorable 26-12 victory over Manly Sea Eagles. "I'm really pleased to be at Headingley," Sinfield said. "It would probably have been our second choice."
He added: "We would have loved to have played in Melbourne, we'd love to have gone out there and in many ways had the ultimate challenge for a British team but that wasn't possible. Elland Road has been a great venue for us but to be at our natural home is great for everybody involved."
Melbourne are the bookmakers' favourites despite the travel and their lack of match practice.
They warmed up for Friday's showdown with an opposed training session with Championship club Halifax at the Shay on Tuesday night, while Leeds go into the game on the back of some mixed form from their opening three Super League matches.
They began their title defence in impressive fashion against Hull but suffered a surprise defeat to Castleford before securing a routine win over struggling Salford last Friday.
"It would have been nice to have been three from three but I think we're going alright," Sinfield said. "It's really hard to gauge. We've gone into World Club Challenges before and perhaps not had great form but been able to produce something good enough on the night.
"With it being a one-off fixture, I'm not sure whether form matters that much. It's been good to get some game practice against three very good teams.
"When you've got an opportunity to become a world champion at anything I think you've got to grab it with both hands and we'll do our best. We're coming up a great team, we're fully aware of that, but hopefully we can perform to our best on Friday."