Victory guaranteed Leicester a home play-off tie and meant Wasps missed out on challenging for a fourth Premiership title in five seasons.
But Worsley and company can still secure a glittering send-off into the summer break by landing their second Heineken Cup final triumph and ending Leicester's hopes of an unprecedented trophy treble.
Worsley said: "The league defeat at Leicester was very disappointing.
"We let ourselves down in some areas, and if we do not address them then we will be looking down the barrel again."
Worsley helped Wasps to European glory in 2004, when scrum-half Rob Howley's late opportunist try following a Clement Poitrenaud blunder secured a thrilling 27-20 triumph.
That clash took place at Twickenham, scene of Sunday's 82,000 sell-out - a world record for a club game - while Wasps have won five successive finals on visits to English rugby union headquarters since 2003.
Worsley added: "The Heineken Cup was one of the greatest experiences most of us have had when we won it last time.
"We are looking to repeat that, but it will be hard because Leicester are playing so well at the moment.
"Hats off to Leicester, but I am looking forward to this weekend. It is these type of games you play for, and without them I really do not know if I would enjoy it so much."
Wasps find themselves in an unfamiliar position of underdogs, with Leicester heading into battle as red-hot favourites after completing a domestic league and cup double last weekend through demolishing Premiership title rivals Gloucester 44-16.
Having already collected the EDF Energy Cup, Leicester are now one win away from a hat-trick in head coach Pat Howard's farewell season before he returns home to Australia.