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But Cockerill is happy with his side's form after their 42-20 victory over Cardiff in the EDF Energy Cup and is unconcerned about the inside knowledge that Cullen and Jennings can pass on to their new teammates.
"You know the way Leicester play - we are a physical, confrontational, powerful team and we try to play like that every week. When we don't, we struggle, and when we do you saw what could happen in the last 20 minutes against Cardiff," said Cockerill, who will return to being the club number two when Argentina's Marcelo Loffreda takes over fully after this week.
"I thought the intensity was great and the patience was good - to score five tries against Cardiff was great because they are a good side. It puts us in a great position mentally for next week.
"Leinster are a balanced side. Their pack is not traditionally their strength but they have shored that up and are doing pretty well, with Cullen and Jennings in the pack they know us pretty well so it will be an intriguing match.
"Leo Cullen and Shane Jennings were great servants while they were here, great guys and they have gone back more for personal reasons than rugby reasons. If they wanted to be here, they would still be here, which shows their quality.
"They have got quality throughout the team, they will have a full house at the showground and will be looking to get Irish rugby back on the rails and what better way to do that than against Leicester.
"But with this group of players, if we get it right then we can go anywhere and win. Munster had never lost at home and we went there and beat them, we have got the confidence and just need to put the performance together."
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Listen to full interview here