The ex-Randwick and Wallaby U21 back rower is joining Stade Francais next season as the Parisian giants look to revive their flagging fortunes but there will be no sense of sentiment this weekend.
"It's not about me or any of the individual players," said Cheika, who is hoping to bring one last piece of silverware to a Leinster side that is also saying goodbye to fellow coaches Alan Gaffney, Kurt McQuilkin and Chris Whitaker, as well as playing favourites Girvan Dempesy, Bernard Jackman and Malcolm O'Kelly.
"It's about the club and making the club better. It has always been about that.
"And that's how we'll look back on the contribution that we make whether it's as coaches or players. We'll have plenty of time to say goodbye afterwards. This is about winning the game."
Much has been made of the forthcoming departures from one of the continent's rugby powerhouses but Cheika sees no merit in half-hearted suggestions that Saturday could mark the end of the line for Leinster.
In fact, it is quite the opposite says Cheika. The good times are only just beginning.
"I don't think that it's the end of an era. I would say that it's very much the start hopefully," added Cheika.
"There's a good foundation laid and the players have built an excellent culture at the club. Hopefully we will put another building block into that on Saturday because having some milestones along the way is very important, that you can look back to and reflect on so that you can say, 'yes, I achieved that'.
"So, Saturday is an important building block in terms of how we perceive ourselves as a club and how others perceive us as well. If you look at the team now it's very much the start of an era.
"I think that it has been a good season regardless. That's not to take any pressure away or anything like that. What we've done in terms of developing younger players who have come through now like (Kevin) McLaughlin, (Jonathan) Sexton has appeared, (Eoin) Reddan has done really well since coming to Leinster. Fergus McFadden, Eoin O'Malley…(Jamie) Heaslip has gone on another level.
"We lost some big names last year and we have been pretty consistent. Guys like Shaun Berne and Nathan Hines have fitted into the mix really well and added to the team.
"You've got to be proud of yourselves when you get to the last weekend of any tournament. I think that it's the same for the Ospreys who, like ourselves, will be ecstatic that they have a final to play in.
"The message is loud and clear that this game is about winning the final."
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