They'll be looking to make it four straight RaboDirect PRO12 wins after victories on the road against Scarlets and Zebre sandwiched an impressive performance against Munster, and Tandy is hoping that the Ospreys can continue to climb the early season table.
"It's crucially important that we show resilience and a good attitude and bounce straight back with a win" he said.
"We did so much well on Sunday afternoon so it was incredibly disappointing to end up with nothing and Leicester take five points, based on the last eight minutes or so really. Up to that we were well in the contest and showing signs that we could take more than just a losing bonus and that's what made it so disappointing.
"The sign of a good team is how they respond to a setback like this, and that's what we'll be looking for from the group on Saturday. We watched Connacht's game against Harlequins together in the hotel at the weekend and you could see what a dangerous team they are and how they are continuing to improve year on year so we know we'll have to work hard if we want to get anything out of it.
"We are proud of our record in the PRO12 and we want to defend the title we won in May, and to do that, we need to move up the table into the top four. It's a tough month coming up for us with four PRO12 games including home matches against Leinster (Sun 4th Nov, 4.00pm) and Cardiff Blues (Fri 30th Nov, 7.05pm), and we'll need to pick up the wins.
"It's an important period when we'll be relying on the full squad of players and the backing of our supporters who are going to have to do their bit for the cause. They'll definitely have a big part to play, getting behind their team and giving us that extra one or two percent that can make all the difference, starting with Saturday against Connacht.
"It's a Saturday afternoon game, traditional rugby time, and we're hoping for a good crowd to spend time together getting behind the team and generating a good atmosphere."
Tickets for the game are on sale now at the Liberty Stadium Ticket Office, via the Ticket Hotline on 0844 815 6665 and online at www.ospreysrugby.com/buytickets
Guinness PRO12
Suite 208, Alexandra House,
The Sweepstakes
Ballsbridge, Dublin 4, Ireland