In Lord if the Rings: The Return of the King Denethor implies that Gandalf might be not strong enough to fight Lord of the Nazgûl.
‘Yet now under the Lord of Barad-dûr the most fell of all his captains is already master of your outer walls,’ said Gandalf. ‘King of Angmar long ago, Sorcerer, Ringwraith, Lord of the Nazgûl, a spear of terror in the hand of Sauron, shadow of despair.’
‘Then, Mithrandir, you had a foe to match you,’ said Denethor. ‘For myself, I have long known who is the chief captain of the hosts of the Dark Tower. Is this all that you have returned to say? Or can it be that you have withdrawn because you are overmatched?’
Pippin trembled, fearing that Gandalf would be stung to sudden wrath, but his fear was needless. ‘It might be so,’ Gandalf answered softly. ‘But our trial of strength is not yet come. And if words spoken of old be true, not by the hand of man shall he fall, and hidden from the Wise is the doom that awaits him. However that may be, the Captain of Despair does not press forward, yet. He rules rather according to the wisdom that you have just spoken, from the rear, driving his slaves in madness on before.
Afterwards, when Gandalf decides to save Faramir instead of helping out in the battle. As he learns of Witch King's death and sacrifices made to it, he also says (emphasis mine)
They looked at him, and for a while he was silent. At last he spoke. ‘My friends,’ he said, ‘and all you people of this city and of the Western lands! Things of great sorrow and renown have come to pass. Shall we weep or be glad? Beyond hope the Captain of our foes has been destroyed, and you have heard the echo of his last despair. But he has not gone without woe and bitter loss. And that I might have averted but for the madness of Denethor. So long has the reach of our Enemy become! Alas! but now I perceive how his will was able to enter into the very heart of the City.
According to that last quote, is Gandalf implying here that if not for Denethor, he was going to take Lord of the Nazgûl down?
I'm aware of several questions (like this one) about whether Gandalf had the power to kill the Witch King (as he was not exactly man), but the focus of this question is what Gandalf intent was, not the power he had.