Schmidt's side entered the history books by beating Ulster 42-14 to lift their third Heineken Cup in four years but now the coach's focus is purely on the Ospreys.
The Welsh side, who finished ten points behind Leinster in second place, have had an extra week to recuperate following their resounding 45-10 demolition of champions Munster in the RaboDirect PRO12 semi-final.
Leinster will have the benefit of home advantage at the RDS but that counted for nothing in 2010 when Ospreys won the Grand Final 17-12 in Dublin.
Last year was equally painful after they lost to bitter rivals Munster following their Heineken triumph, but Schmidt is adamant they still have enough in the tank to conquer on two fronts.
He said: "A couple of players have already spoken to me about next week.
"We have got a little bit left on our plate; we really want to give it our best shot and fully focus on it.
"It's our next goal. It's a case of making sure we work towards what's in front of us.
"It's a massive challenge. The Ospreys beat Munster 45-10 in their Pro12 semi-final and you're a very good side if you do that.
"The Ospreys are incredibly physical, have got a good lineout, scrum and are combative at the ruck.
"It's going to be a very tough game and I'm thankful the final isn't until Sunday because it's given us an extra day to recover.
"We're going back to the RDS and we've talked about wanting to reward our supporters.
"I'm pretty sure that will be at the forefront of our minds for next week.
"This group of players bring a massive resolve and a kind of unity with it which brings results."