Both sit on 26 points, with the Warriors pipping the Knights for sixth place on for-and-against.
A win in Auckland for either side will go a long to confirming a playoff spot.
A defeat could mean ending the round just two points inside the top eight.
But Locke isn't concerned about the permutations.
"We want to win, we're not thinking about losing, I'm definitely not," he said.
"I'm going out there with a winning mentality and I think all the other boys will be thinking the same as well."
Locke indicated that the Warriors had got over their tough 21-20 defeat to Brisbane last Saturday night, when they showed some electrifying attack and rugged defence before being undone by a late Peter Wallace field goal.
He was sure the intensity at Suncorp Stadium would stand the Warriors in good stead heading into the last four weeks of the regular season.
After Shaun Johnson's dazzling solo effort, Locke also got on the scoresheet against the Broncos.
Showing scant respect for Darren Lockyer's record-equalling 349th NRL appearance, he stood up the Brisbane skipper with his pace to dot down.
The try came during another strong showing from the 22-year-old, who has made the fullback spot his own since getting a start there in the round-nine win away to Gold Coast in early May.
An NRL debutant in mid-2009, Locke has demonstrated his ability in the past, such as in his match-winning hat-trick on the wing against the Sydney Roosters in the Christchurch rain last year.
But after some up-and-down times, he has brought a greater consistency to his game this season and for that he pointed to a more focused approach.
"Rugby league is a hard game, especially for a young bloke, and it's about setting goals and having your mind set to what you really want to achieve," he said.
"That's what I've had to work towards and that's what I'm concentrating on now."
Going through the ordeal of a facing sexual assault complaint, which he strenuously denied and which ended with police saying in June that no charges would be laid, had also helped to make him a stronger person.
Before their defeat to Brisbane, the Warriors had got their campaign back on track with a four-match winning streak in which they averaged 34 points.
Newcastle, unbeaten over the past three rounds, have also been scoring with abandon, beating Canberra 40-8 and Gold Coast 50-20 over the past fortnight.
However, they will have history against when they run out at Mt Smart Stadium.
They have won only one of their past eight meetings with the Warriors and have lost on all of their previous five trips to Auckland.
A key match-up will be between Warrior Manu Vatuvei and rival winger Akuila Uate.
Vatuvei has scored five tries in his past five outings, and six tries in the past three times he has faced the Knights.
Uate also has the stats to inspire respect, with six tries from the past three weekends.
