Klitschko, 39, last fought to defend his championship belt in April 2006 at Madison Square Garden in New York, defeating the nine years younger American Bryant Jennings in unanimous decision. It was his 67th fight and 64th victory. 53 fights ended with a knockout victory.
The three judges scored it 118:109, 116:111, 116:111 to 198 cm tall Ukrainian.
Klitschko is undefeated for 11 years; the last time he suffered a defeat was in 2004 at the hands of American Lamon Brewster.
The duel in October will take place at Esprit Arena stadium in Dusseldorf, which counts 54,600 seats. 60 thousand people will be able to watch the fight.
Klitschko has pleasant memories of this place. He defeated there the American Eddie Chambers in 2010, and the French Jean-Marc Mormeck three years ago.
'It doesn't matter, where the fight will take place, whether it is Ukraine, Germany or even Japan, the result is going to be the same. The winner will be the heavyweight champion of the world,' tweeted Fury.
Fury has fought 24 fights on the professional ring and has won all, including 18 by knockout.