Playing in Europe's premier competition excites the French second row but the 34-year-old is under no illusion as to the challenge that lies ahead.
"In previous years when we have watched the Heineken Cup, we have always wanted to be a part of it," said Nallet.
"Now it will be the case and I couldn't be happier.
"This year we have a bit more experience as a team. We are still in a building phase.
"We have only been in the Top 14 for a year but now we are getting our bearings.
"We approach the competition which is unknown to the club, even though some players have already played in the Heineken Cup.
"The intensity of this tournament is a notch above and the main difference in the Heineken Cup is that if you make a little mistake you are almost out.
"We are not apprehensive about it at all, on the contrary, we are eager to compete in this tournament, to face top foreign teams."
Racing Metro travel to Leinster in their first Heineken Cup game on Saturday, October 9 before French champions Clermont Auvergne arrive at the Stade Yves Du Manoir a week later.
"Paying against Leinster won't be an easy task, but that's the kind of games all players want to play," added Nallet.