And having won the tournament back in 2009 - a year after they last won the Magners League - and having played in a Magners League Play-Off semi-final and Grand Final last term, plus a Round 5 clash with Munster in front of 50,000 at the new Aviva Stadium a fortnight ago, O'Brien believes there is little chance of the Dubliners being overawed by the occasion.
"We've got a lot of experience as a side of playing in these big games," said O'Brien, who has been named man-of-the-match in each of Leinster's last two outings.
"There's a good mix out there with younger lads who've played in games like these last year and the year before.
"We all know what it's about and there'll be no fear of anything going over there."
Leinster head to the home of English football on a high following a 13-9 triumph over bitter rivals Munster and a convincing bonus-point win over French Top 14 leaders Racing Metro.
Those successes come on the back on what was a disappointing start to the season but O'Brien insists that there was no shortage of confidence within the camp even prior to their most-recent impressive victories.
"We really worked that for that win. We knew that Racing could potentially score from anywhere so we said that we needed to stick to our defensive system," added O'Brien.
"We stuck to our guns and it worked out for us in the end - it was straight forward enough.
"I wouldn't say we were lacking any confidence going into the game with Racing but it does give you confidence playing well at the start of a competition. It's up to us now to bring it into next week."
As for the venue itself, O'Brien admits it's a new experience everyone's looking forward to, particularly after the buzz of running out in front of a sell-out crowd at the Aviva on the first weekend of October.
"It's an exciting prospect to play at Wembley. None of us have ever played there before, and some of us have never even been there before, so it will be something new.
"It'll be something different and everyone's looking forward to getting over there and seeing what it's like.
"It's always good to have a massive crowd and a great atmosphere. The atmosphere in the Aviva Stadium was exceptional and I'm sure the atmosphere at Wembley is going to be the same. That'll be good for both teams."
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