They would not be thinking about how close the Brumbies have come in recent seasons, for good reason. The Chiefs have also missed out at the sharp end of the last five seasons.
Coach Clayton McMillan said, "It's a bloody hard thing to go out and win a Super Rugby competition.
"We've been good enough over the last five or six years to give ourselves a chance. We ran into a generational Crusaders team who won seven titles on the bounce, and then the Blues played a style that was hard to come back from last year.
"What I'm proud of is our consistency.
"Whatever happens from this point forward, I'll look back and be proud that we've given ourselves a chance, and if we play anywhere near our potential, we've got as good a chance as any to go all the way.
The Chiefs enjoyed a 49-34 round three win in different conditions than those that will apply on Saturday.
"It was an afternoon game, and glorious sunshine, and hot. It wasn't an easy game – it never is against the Brumbies. They're a quality outfit, and they've displayed that all season. They've been one of the teams that have been consistent for a number of years.
"They went deep against the Crusaders and they tipped up the Hurricanes. They'll come here confident now with a team littered with experience among quality players."
McMillan said he thought the Chiefs did many things right against the Blues, and while they had lost their way a little, it was nothing they couldn't rectify.
"We were the first to congratulate the Blues for sticking in the fight, grinding away, and nailing their opportunity in the 83 minutes. It's finals rugby.
"We wanted to win, put them to bed and focus on the next job. But we get a life and the challenge now is that we leverage off that."
The improvement in Super Rugby Pacific this year was across the board, although the Australian sides benefited from the Rebels' demise, which resulted in greater depths for the Australian squads.
"The race to get into the top six meant we weren't seeing teams risk players on a regular basis. It was [a case] of 'You've got to go out there and accumulate points along the way. That alone contributed to seeing a good product for most of the season."
First five-eighths Damian McKenzie said one aspect the Chiefs needed to improve was their discipline in the last 15 minutes, which proved costly against the Blues.
"We played some good rugby for up to 65 minutes, and then, in the last 15 minutes, we let the Blues in the game with our discipline and inability to win a couple of lineouts.
"When you're hard on defence for that long, it can be tough to hold them out. Our mindset doesn't change this week.
"It's exciting, we're still here and the focus has been there's no second chance. We're into a semi and have worked hard throughout the year to get here."
McKenzie said they know the Brumbies' style of rugby.
"They hold the ball for long phases and they trust their system. For us, it's about owning our stuff and taking some good takeaways from last weekend and go into this week knowing what we need to do to limit their opportunities on attack."