Hamilton was a fortunate victor 12 months ago in Baku after profiting from Valtteri Bottas' puncture two laps from the finish, Sky Sports reported.
In 2017 and 2016, he could only manage fifth-place finishes after requiring an extra pit stop to fix his headrest and hitting the wall in qualifying respectively.
The Briton holds a six-point lead over Bottas in the drivers' standings and he is aiming to put his previous Baku struggles behind him.
"It's a really great track and it's one that I've honestly struggled at a little bit, particularly last year," Hamilton said.
"It will be interesting, and I'm going there with a mindset that I've got to try and improve my previous years' performance."
Last year, Hamilton was running third when a Safety Car was deployed late on but inherited the lead after Sebastian Vettel locked up attempting a move on Bottas on the re-start before the Finn then suffered his puncture.
"I was fortunate to get the win there last year but I wasn't quick enough really through the weekend," Hamilton said.
"So that's a place I expect Valtteri to be quick and I expect the Ferraris to be particularly quick."
Mercedes boss Toto Wolff also expects Bottas to be seeking redemption for last year's misfortune.
"Valtteri drove a strong race last year but a puncture denied him a well-deserved victory shortly before the end," he said.
"He's had a good start to this season and I'm sure he will be hungry to go for the points he didn't get last year."
Mercedes have made a perfect start to F1 2019 with one-two finishes in each of the opening three GPs – and only fastest laps for Charles Leclerc and Pierre Gasly have denied them taking the maximum points on offer.
Baku's street circuit presents teams with one of the most tricky car setups of the season with the track featuring a combination of tight and twisty turns, fast corners and the longest straight on the F1 calendar.
Both of Mercedes' main rivals will run upgrades this weekend, with Ferrari confirming they have "a few updates" on their SF90 while Red Bull will be powered by 'Spec 2' Honda engines.
Wolff said finding the correct "compromise" and avoiding unexpected drama will be key to victory.
"We know that we need to keep pushing," Wolff said.
"The layout of the track presents unique challenges and it will be interesting to see which team will find the best compromise to deal with the mixture of long straights and slow corners.
"Baku is not purely about performance, though, and staying out of trouble is also important for a good result in Azerbaijan."
Speaking after his victory in China, Hamilton said he expected Baku's high-speed sections to suit Ferrari.
"They were quick on the straights but losing in the corners so it will be interesting to see how long they keep that strategy in the coming races," he said.
"In some places, it will be great, like probably the next race, but other places maybe not so much. There are still so many races where their car will perhaps outshine ours."