"Previous games mean nothing," said Cheika, who leads Leinster into their first Heineken Cup Final in his fourth year in charge of the Dublin-based province.
"We've shown good qualities in previous matches but they will give us nothing bar maybe a little bit of experience as to how to perform when there's an expectation on us. It's really about what we do on Saturday.
"It's about what we bring to the game. If we try to use what we've done in the last games, we'll end up thinking about the last games and not thinking about the game we're playing now.
"We've just got to think about playing Leicester, being in the moment and understanding exactly how we have to behave on the field to be competitive. We've obviously set ourselves a mission that we want to complete."
To complete that mission, Leinster will have to defeat a Leicester outfit boasting a record of 12 wins in their last 13 matches. Cheika has spoken highly of today's opposition all week and he is fully aware that his team will have to be at their best to beat the recently-crowned English Champions.
"They're an excellent set-piece team," added Cheika, who joined Leinster from Australian side Randwick in May 2005.
"The physicality that they bring to the game and the momentum that they can sometimes create when they really start stringing their game together, is something that wee have to halt.
"We'll have to give them absolutely nothing first of all. We'll have to starve their momentum. Then we really have to look at playing our own game. We have to go and win the game. We can't not lose it; we have to go and win it. It's a final and we know they're a quality team.
"We have to be prepared that not everything's going to go our way because they're very good at spoiling your ball as well. They've got an excellent scrum wheel as well, which is hard to control, and they've got very good lineout operators as well.
"They can take a lot of your first-phase possession away, and if we don't get that we'll just have to be prepared to resource the ball from somewhere else. That's going to be about hunger and hard work."