Since Four Nations became Five, and in turn Six, that is a feat that no nation has been able to accomplish but having signed a new contract extension until 2019 recently, Gatland is eyeing another place in the record books.
"We have only got a small playing base in terms of numbers, we punch massively above our weight on the world stage," he told Wales Online.
"The World Cup is something to be excited about, the talented and exciting players coming through.
"We have got an opportunity to win three Six Nations in a row and create a bit of history. The last time it was done was in the late 1800s by England, when it was the Four Nations.
"That's the challenge, the focus for us - it's great motivation. The players we've got aren't afraid to accept the challenges. We used to thrive on being the underdogs but these players have ripped that up."