That level of European success leaves Matt O'Connor with a hard act to follow when he steps into the breach next season.
But despite their success on the big stage, the domestic title has proved elusive and should they slip up against Ulster on Saturday that will mark the fourth year in a row they have had to make do with a runner's up medal.
Defeat against their Irish rivals is not going to tarnish Schmidt's legacy at the RDS, indeed the soon-to-be Ireland coach has done enough in his three years at the helm to ensure he never puts his hand in his pocket for a pint of the black stuff in Dublin ever again.
But there is no denying that Leinster have unfinished business with the RaboDirect PRO12, they have not won their domestic title since 2008 and have finished as runner-up for the last three years in succession.
Munster got the better of them in 2010 before Schmidt took over and since then Welsh rivals Ospreys have had their number, beating them twice at the RDS and last year it was in dramatic fashion as Shane Williams' last-gasp try and Dan Biggar's touchline conversion sealed victory.
But despite the weight of history, Schmidt is refusing to get to caught up in the implications of Saturday's final.
"I am a reasonably simple person, I just want to focus on Saturday," said Schmidt.
"It is something that has eluded us. In the last two seasons, we have won Europe and lost the Celtic League.
"To win the PRO12 would be massive. We will be looking to double up if we can."
And it is not just a swansong for Schmidt on Saturday as the Leinster faithful also bid farewell to a couple of their favourite sons.
Jonny Sexton's departure to France will be tough to take on its own but with Isa Nacewa retiring as well emotions will certainly be high in Dublin this weekend.
Before Sexton can really get stuck into French life however there is the small matter of a Lions tour to negotiate.
Indeed six Leinstermen will be on duty in Australia this summer adding yet another storyline to the final as Ulster's Tommy Bowe is their sole representative.
That number might appear a touch low when you consider that Ulster have been the class acts in the RaboDirect PRO12 this season, opening up the campaign with 13 straight wins in all competitions and, despite a tricky period at the start of this year, they deservedly topped the regular season table.
And while the game will be taking place at the RDS, Ulster will be gunning for revenge after their mauling in last year's Heineken Cup final.
The nearly men of Ulster have their hearts set on some silverware while Joe Schmidt has had more than his fair share.
Ulster skipper Rory Best tells you everything you need to know about Schmidt's time at the helm when he says: "We're sick of saying we're building and talking about how close we are - we want to emulate what Leinster have."
Saturday evening is Schmidt's last chance to complete the set and leave the league with every box ticked.