Gatland, a former All Black who spoke with media in Japan, has coached Wales since 2007 and is returning home to coach the Chiefs in Super Rugby.
He said it would be nice to finish his time with a win over the only country Wales hasn't beaten in his time and for their first win against the All Blacks in 66 years.
"There is a lot at stake even though both teams are disappointed they are not involved in the big game. There is definitely something at stake a lot at pride and a victory for us would be pretty special.
"The All Blacks have made seven changes and it's definitely reflective of players in the squad who haven't been involved in the 23 and a number of players who are probably wearing the All Black jersey for the last time.
"So there will definitely be motivation for them to go out there and perform and play one last time in that black jersey.
Some of them will know it's the last time so that will be very motivating for them and, for us, we're in the same boat as well.
Even though we'd rather not be playing the third and fourth play-off, I think on reflection you've got to put that behind you and realise there's quite a bit at stake for a number of players, staff and All Black coaches moving on," he said.
At the same time Gatland acknowledged what rival coach Steve Hansen, also a past Welsh coach, had achieved in his time as All Blacks coach.
"What he's achieved as a coach is absolutely outstanding in terms of how many times they've defended the Bledisloe Cup, the number of [Rugby] Championship wins as well, and winning two World Cups - one as an assistant and one as a head coach.
"There is no doubt he'll leave a legacy behind in terms of what he's achieved as an All Black coach. It's outstanding," he said.
Gatland said while disappointed not to be in the final the chance to play the All Blacks was some compensation and they were excited about that.
"We have had a couple of days where we needed to reflect on last weekend and then get excited about Friday.
"It is a very short turnaround and both teams have made a number of changes and that’s to be expected," he said.
Gatland said coaching Wales had been some experience.
"I have said on a number of occasions I never thought I would have been in Wales for 12 years. I was lucky enough to have a couple of sabbaticals with the Lions and that was good for me mentally.
"I am very privileged to have worked with a group of coaches and backroom staff that have been incredibly close over that period and that has made things so much easier in terms of the synergy and being on the same page.
"The players that I have worked with, I have had about three squads over that period and I have worked with some outstanding individuals and some players I have been very lucky to coach.
"This is a bit different. This is an end of an era for a lot of people," he said.