And rather than being daunted by the prospect of facing Bernard Laporte's star-studded side in their Pool 2 opener, Kellock wants his side to match the attitude and application they showed when they shocked fellow European giants Toulouse on French soil back in 2009.
"To go there for the first European game of the season is massive and we'll be right up for it. We'll go out there to be our absolute best - which we'll have to be," said Kellock.
"It doesn't come any bigger than this. They were the best team in Europe last year and it will be a huge challenge. I know it's a cliché, but those are the games you want to play in.
"Their squad is phenomenal and it's enviable. I played against Toulouse and the team that they could put on the field was phenomenal. Things have moved on a lot since then and it's become a far more global sport. Toulon are bringing guys in who are the best from every country in the world. But that's who we want to be playing against. We're under no illusions as to how hard it will be but those are the games in the past where we've been able to bring our best rugby.
"Looking back at that win over Toulouse, we went out there and played our game. We got under their skin a little bit - there was a little bit of aggro and that suited us and maybe frustrated them.
"We played our game, and that's the most important thing when you go to these big teams, playing against the best in the world. You can't wait until half-time before you think 'we can beat these guys'. We've got to go into the game, right from the start, with the intention of winning it our own way."
Glasgow head into their Heineken Cup campaign having made a stunning start to the domestic season, winning all five games to top the RaboDirect PRO12 table.
And their current form is no fluke, either, with the Warriors having made the PRO12 play-offs in two of the last three seasons.
Add in substantial development off the field with a new home at Scotstoun and things are looking rosier than ever for Glasgow.
And while their progress in the PRO12 hasn't yet been matched on the European stage, Kellock knows that a successful Heineken Cup campaign this time around would be the biggest possible boost to the club.
"One of the big things we aim for is to be a very difficult team to play against. We won't give away anything easily and we'll work for the entire 80 minutes. In the past we've done that and we've done that with a team that, on paper, perhaps wasn't as good as the opposition," added Kellock.
"Our strength, our talent and our ability are far higher than they've ever been. Our squad is better than it's ever been and we've still got that same work ethic and determination not to give anything away for free. If we can couple the two together, we can keep improving.
"Off the park it's a great place to be at the moment. We're building the club in terms of the supporter base and as far as businesses in Glasgow are concerned. Ultimately, it's success that will really help to build the club. As players we've got to make sure we're delivering on the park."