Gregor Townsend's men could become the first Scottish side to win the RaboDirect PRO12 should they shatter Leinster's dominant record at the RDS.
Leinster have lost just once at home in two years - a defeat to Ulster in March 2013 - but Kellock, who has been at the Warriors since 2006, insists his club are capable of toppling the reigning champions.
And to do that, the lock believes cool heads are in order to combat the emotion of a special night.
"I was at Allan Glens Rugby Club last week and they are taking a busload over with loads of people," Kellock told the Daily Record.
"There is the interest and the level that we are at is something I have never experienced before. So if we could bring that trophy home it would take it to a level we have never seen.
"But it's about not getting carried away with the emotion of the day or the fact that it is a final.
"We need to go out and do what we can do to the best of our ability.
"Going into this game, we are in a better place than we have ever been."
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