The 45-year-old defeated Eddie Pepperell and Austra's Bernd Wiesberger in a play-off to claim the 2015 Dubai Duty Free Irish Open Hosted by the Rory Foundation and the Dane is delighted to return to the country of his last success.
"It means a lot; it was such a special moment for me," Kjeldsen said.
"The reception I got - the crowds were amazing. I've got an amazing friendship with Colm (McLoughlin) and (his wife) Breda from Dubai Duty Free as well. I've been playing pro-ams with them for probably the last 15 years. Just the whole thing.
"Shane Lowry is one of my best friends out on Tour. Everything about this island is amazing to me.
"I do like tough golf courses and this is certainly one. I like to battle. The conditions that I grew up in were windy, wet. I like to grind, I like to fight out a score. I think you'll need to do that this week."
Cormac Sharvin has tailed off after a bright start following the resumption of golf in July but the home favourite is confident his game is heading in the right direction as he tees up at a familiar venue of Galgorm Spa & Golf Resort.
"My game is in the best place it has been all year coming into this week, whether I play well or not is a different story," the Northern Irishman said.
"I feel like I’m moving in the right direction with my game, hopefully I can put four good rounds together this week.
"I know this course really well, I’ve played a lot of golf here. It’s a good test, the rough is thick. My game is pretty suited to a course like this, you have to drive it well. Tee to green it’s a good test so it should set up pretty well.
"It’s a good chance to do well this week. The big challenge is going to be playing without crowds. I’ve played here a lot, even at Challenge Tour events we get good crowds and I seem to get a decent following – I've fed off that. It’s something I'll have to look at this week and I’ll have to gee myself up."
Paul Dunne expects a difficult challenge in County Antrim as he looks to work his way back into form following a niggling wrist injury which needed surgery last December.
"At this course you could do with the fans to find your ball in the rough," Dunne said. "We've got a bit of U.S. Open rough out there. It will be different, but it's the same for everyone.
"I don't see anyone playing 72 holes bogey free. It can bite you at every corner. I don't think the scores will be particularly low, I think they will be higher than the tournaments we have played in the last few weeks.
"I would be surprised if there were many people... well people can always get to 20 under, but I would be surprised. Let's wait and see, depending on the weather.
"(My goals) are just to get back fit and get my game back in a shape where I feel like I can move forward.
"I don't have any short term goals because I don't know what the future holds. A lot of lockdown for me was thinking I was getting better and then going backwards, forwards, backwards.
"It was a little bit frustrating, so I'm just ready to go out and play and be able to practice as free as I can."