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Wasps crashed out of the tournament at the quarter-final stage in 1998 and 2000 and Gatland is banking on it being third time lucky.
"The Heineken Cup is a competition in which Wasps are the first to admit they have not performed that well - we certainly have not achieved what we have been capable of doing," he said.
"We have let ourselves down in the past but now we have qualified from the Pool stages we are desperate to progress beyond the quarter-finals.
"There is a lot of expectation on us after what we have done over the last 12 months and we don't want to let ourselves down again.
"Having home advantage is a big plus and it could make all the difference because there is a lot of history between us and we know each other so well.
"We would have preferred a team from a different country, so that the side and their fans who would have had further to travel and the players would not be so familiar with our ground. It is going to be an extremely tough game but I guess on the positive side at least an England team will go through to the semi-finals."
