Wales have lost 23 successive Tests since last beating the All Blacks in 1953 - and things will not get any easier for them at the Millennium Stadium.
New Zealand are ranked as the world's top side and have already beaten England, Scotland and Ireland on their European tour.
In contrast, Wales have endured a torrid autumn, losing to Australia and South Africa, while Fiji held them to a 16-16 draw last time out.
And although the likes of Mike Phillips, Stephen Jones, Gethin Jenkins, Alun-Wyn Jones and skipper Matthew Rees have all been recalled, Gatland insists his side can't afford any lapses of concentration if they are to halt New Zealand's Grand Slam charge.
"The guys have responded really well this week, they've been tight-knit and trained well," said Gatland.
"We've got to concentrate for that full 80 minutes on Saturday. It's not a 60-minute game, it's not a 70-minute game.
Concentration
"We saw last weekend with the Ireland-All Blacks game that the All Blacks can have a 10-minute period sometimes when they can score two or three tries.
"You can't afford to have any lapses of concentration for any length of time against them.
"A couple of minutes before half-time, and 10 minutes after half-time, the game had gone away from Ireland. We've experienced that on a couple of occasions against the All Blacks as well.
"So that has been our focus, to make sure we fully concentrate for the 80 minutes and don't allow any lapses of concentration or levels of intensity for the All Blacks to get away from you."
The All Blacks have made six changes to their line-up for the visit to Cardiff.
Keven Mealamu returns from suspension to wear the No.2 jersey, with Brad Thorn and Sam Whitelock also added to the pack.
In the backs there are recalls for Jimmy Cowan, Sonny Bill Williams and Isaia Toeava.
And Cowan is hoping to use the game to cement his place in the New Zealand line up ahead of Andy Ellis and Alby Matthewson.
"It would have been nice to play more on tour," he said. "But that was unlikely with three half-backs in the camp and the coaches are trying to develop strength-in-depth in the position ahead of the World Cup next year.
"But you have to look forward when you get a chance and I have got a chance on Saturday which I need to take as after this I only have the Super 15 to prove I am worth a World Cup place.
"I don't worry about the other guys. If I get a start I have to play my best and hopefully if I do that I can get picked again. It's about what I do as an individual."
Wales: 15 Lee Byrne, 14 George North, 13 Tom Shanklin, 12 James Hook, 11 Tom James, 10 Stephen Jones, 9 Mike Phillips, 8 Ryan Jones, 7 Sam Warburton, 6 Dan Lydiate, 5 Alun-Wyn Jones, 4 Bradley Davies, 3 Adam Jones, 2 Matthew Rees (c), 1 Gethin Jenkins.
Replacements: 16 Huw Bennett, 17 Paul James, 18 Jonathan Thomas, 19 Andy Powell, 20 Martyn Williams, 21 Richie Rees, 22 Andrew Bishop.
New Zealand: 15 Mils Muliaina, 14 Isaia Toeava, 13 Conrad Smith, 12 Sonny Bill Williams, 11 Hosea Gear, 10 Daniel Carter, 9 Jimmy Cowan, 8 Kieran Read, 7 Richie McCaw (c), 6 Jerome Kaino, 5 Sam Whitelock, 4 Brad Thorn, 3 Owen Franks, 2 Keven Mealamu, 1 Tony Woodcock.
Replacements: 16 Andrew Hore, 17 John Afoa, 18 Anthony Boric, 19 Daniel Braid, 20 Andy Ellis, 21 Stephen Donald, 22 Ma'a Nonu.
New Zealand are ranked as the world's top side and have already beaten England, Scotland and Ireland on their European tour.
In contrast, Wales have endured a torrid autumn, losing to Australia and South Africa, while Fiji held them to a 16-16 draw last time out.
And although the likes of Mike Phillips, Stephen Jones, Gethin Jenkins, Alun-Wyn Jones and skipper Matthew Rees have all been recalled, Gatland insists his side can't afford any lapses of concentration if they are to halt New Zealand's Grand Slam charge.
"The guys have responded really well this week, they've been tight-knit and trained well," said Gatland.
"We've got to concentrate for that full 80 minutes on Saturday. It's not a 60-minute game, it's not a 70-minute game.
Concentration
"We saw last weekend with the Ireland-All Blacks game that the All Blacks can have a 10-minute period sometimes when they can score two or three tries.
"You can't afford to have any lapses of concentration for any length of time against them.
"A couple of minutes before half-time, and 10 minutes after half-time, the game had gone away from Ireland. We've experienced that on a couple of occasions against the All Blacks as well.
"So that has been our focus, to make sure we fully concentrate for the 80 minutes and don't allow any lapses of concentration or levels of intensity for the All Blacks to get away from you."
The All Blacks have made six changes to their line-up for the visit to Cardiff.
Keven Mealamu returns from suspension to wear the No.2 jersey, with Brad Thorn and Sam Whitelock also added to the pack.
In the backs there are recalls for Jimmy Cowan, Sonny Bill Williams and Isaia Toeava.
And Cowan is hoping to use the game to cement his place in the New Zealand line up ahead of Andy Ellis and Alby Matthewson.
"It would have been nice to play more on tour," he said. "But that was unlikely with three half-backs in the camp and the coaches are trying to develop strength-in-depth in the position ahead of the World Cup next year.
"But you have to look forward when you get a chance and I have got a chance on Saturday which I need to take as after this I only have the Super 15 to prove I am worth a World Cup place.
"I don't worry about the other guys. If I get a start I have to play my best and hopefully if I do that I can get picked again. It's about what I do as an individual."
Wales: 15 Lee Byrne, 14 George North, 13 Tom Shanklin, 12 James Hook, 11 Tom James, 10 Stephen Jones, 9 Mike Phillips, 8 Ryan Jones, 7 Sam Warburton, 6 Dan Lydiate, 5 Alun-Wyn Jones, 4 Bradley Davies, 3 Adam Jones, 2 Matthew Rees (c), 1 Gethin Jenkins.
Replacements: 16 Huw Bennett, 17 Paul James, 18 Jonathan Thomas, 19 Andy Powell, 20 Martyn Williams, 21 Richie Rees, 22 Andrew Bishop.
New Zealand: 15 Mils Muliaina, 14 Isaia Toeava, 13 Conrad Smith, 12 Sonny Bill Williams, 11 Hosea Gear, 10 Daniel Carter, 9 Jimmy Cowan, 8 Kieran Read, 7 Richie McCaw (c), 6 Jerome Kaino, 5 Sam Whitelock, 4 Brad Thorn, 3 Owen Franks, 2 Keven Mealamu, 1 Tony Woodcock.
Replacements: 16 Andrew Hore, 17 John Afoa, 18 Anthony Boric, 19 Daniel Braid, 20 Andy Ellis, 21 Stephen Donald, 22 Ma'a Nonu.
