The Scots finish off their RBS 6 Nations campaign in Rome, fresh from the victory over England at Murrayfield last Saturday.
But Scotland are still at risk of finishing bottom of the table and must avoid a repeat of the shambolic performance which gifted the Italians a shock win in Edinburgh last year.
Hadden told BBC Radio Scotland: "I think it's very important to take the confidence we gained from last week and put it to full use in Rome.
"We've got a lot of Scottish fans taking the trouble to support us, we're aware of the responsibility that goes with that, and we're determined to make them very proud on Saturday."
Wing Nikki Walker was ruled out of Scotland's plans on Thursday night due to an ankle injury, and Hadden will name a replacement on Friday.
He expects nothing less than a mighty battle against the Italians, who also pushed Scotland close at the World Cup.
"We're aware it's going to be an extremely tough challenge this Saturday," said Hadden.
"But we played pretty well last weekend and it's absolutely vital we carry on in the same vein this week"
He added: "I'm confident with the quality of our squad, I'm confident with the depth of players that we've got available to us, and I'm confident we'll do a job on Saturday."