MORE: Waratahs assistant: I'm no spy
Cheika has transformed both the mindset of his players and their style of play in two seasons at the helm.
Gone are the conservative kick-first tactics that saw fans desert them and even led some to send hate mail to head office.
With the help of former Crusaders player and assistant coach Daryl Gibson, Cheika has turned the Tahs into the best attacking force in the competition.
And he's not about to abandon his winning formula now, no matter what the stakes.
"The important thing for us is to play our best and also to play the style we've been playing," Cheika said on Friday.
"It's been really funny, when I first came we were getting some hate mail. I tried to get their numbers and give them a call and say 'this is what we're going to do'.
"I've had at least half a dozen of those people ring me back this week saying: 'It doesn't matter what happens, we love the way you play and it's something we want to be a part of'.
"We just want to be true to our identity and play that style and play it well enough to win.
"Even if they try to come at us and it doesn't work out in the rucks ... a bit like the game against the Brumbies where we got stifled a bit there. (The key is to) keep trying to do that, keep trying to play our way out of it.
"People might think that's naive. You know 'you can't win finals football like that' but that's us, that's the way we're going to play."
NSW have never won a Super Rugby title.
They have played in two previous finals in 2005 and 2008.
Both of those finals were against the Crusaders and the pressure from Tahs fans and stakeholders to bring home a maiden title could not be greater.
But Cheika says neither he nor his charges fear losing.
"If you put out your best and give it everything you've got no one is going to give you a hard time, particularly your teammates if you don't get there," he said.
"We're not really worried about losing. We're thinking about what we can do to try and win: put pressure on the opposition, play our style of game, get the fans into the game .... we understand our place in that puzzle."
Skipper Michael Hooper says his side deserves its place in the decider and is quietly confident the Tahs are ready to prove their doubters wrong.
"We finished on top this year, a lot of us are new to finals footy," Hooper said.
"I guess a people can be apprehensive about us in this situation. We're hungry, we want to be there and we figure we're in this position for a reason."