It will be the third season in a row the Welsh region have travelled away from home in the knock-out stages and they have yet to reach the semi-finals.
But, a year on from their harrowing experience against Munster at Thomond Park, when they crashed 43-9, Holley believes they are better prepared 'to take the next step'.
"We have got to keep knocking at the door. You need a level of consistency in the Heineken Cup to reach your goals," said Holley, whose side beat the Scarlets to keep their Magners League Play-Off hopes alive last weekend.
"Munster and Leinster kept knocking on the door for many years before they finally broke through and won the title. This team has been together for a while now and that is important for consistency.
"This week is about learning from those past experiences against Saracens and Munster. We know we have only ever won once on French soil in this tournament, but we are getting used to matches like this.
"We had a definite game plan against Munster last year and we were in a position to execute it early on. We failed to do that and then Filo Tiatia got his yellow card.
"That was a defining moment in the game. At the quarter-final stages games can either be very, very tight or they can run away from you when you are away from home.
"We have moved on from last year and what spurs us on is the chance of reaching the next stage - and a potential semi-final at the Millennium Stadium. That is one of those unmentionable things at the moment, but it is there for us if we can win."
Ospreys' director of coaching Scott Johnson went to watch Biarritz hammer Toulouse at Estadio Anoeta two weekends ago and is hoping to have recovered from an illness that forced him to miss last Friday's derby victory in time to make a return visit.
"Scott has had some health issues, but he's on the mend. He is still not 100%, but he is back in work, taking small steps and I think it will be very difficult to stop him from travelling this weekend," added Holley.
"We are exactly where we want to be at the moment. We have got guys coming back into form and fitness and a lot of players have put their hands up for selection.
"We have tried to improve our style this season and before the Six Nations we were where we wanted to be. I think we are just getting back to that position and it was great to see Alun Wyn Jones and Shane Williams getting 25 minutes each in the win over the Scarlets."
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