But he insists a quarter-final clash in Ireland holds no fears.
"We gained a lot of experience during the Six Nations playing against Ireland a couple of times," said Halfpenny.
"We've taken a lot from previous meetings and gained plenty of knowledge about how Ireland play because Leinster are very similar. That's what we've been working on in training.
"A lot of their players play in the Irish side so they will feel at home at the Aviva Stadium. We've got to go out and do the same as we did with Wales, do the basics well, run hard and make sure that we are competing well at the breakdown.
"Every time we get a chance to take points we have to do that and our defence is going to be huge as well.
"There will be a lot of Leinster fans but we must try to create our own atmosphere. It's going to be very loud like it was during the Six Nations, we've just go to concentrate on ourselves."
Halfpenny insists the Blues will not struggle to find motivation ahead of the sell-out game.
"This is the biggest game of the season so far. It's a Heineken Cup quarter-final, in a packed stadium where people are writing us off and saying we haven't got a chance," added the Wales star.
"We must use that as motivation and go there with the belief that we can get a result."
The Cardiff-based region go into Saturday's match on the back of a heavy defeat in Glasgow last Friday, though the 23-year-old full-back believes they can take the disappointment of defeat into this weekend's match.
He said: "Glasgow is a tough place but it was probably our worst game of the season. We've got to put that one behind us and look at what we've done wrong and make sure we improve on areas for this game."
The Aviva Stadium is a place that holds fond memories in the heart of Halfpenny, with his late penalty at the ground earlier this year securing a win for Wales. And he will be hoping to add another highlight moment to his career with the Blues.