Cheika is preparing his first Wallabies team for a clash with New Zealand in a match where they will be looking to end a four-year winless streak against the world champions and claim the Rugby Championship title.
Perhaps aware of the immutable law that Wallabies coaches are judged by their results against their neighbours from across the Tasman Sea above all else, Cheika has firmly embraced underdog status for the Sydney clash.
"I don't necessarily enjoy being the underdog, I just think that's what we are," he told reporters on Tuesday.
"I think the expectation is probably not for us to win. I don't think we need it, but it is what it is. But as an underdog you've got to try and prove it wrong.
"That's what the perpetual battle is and it won't get solved in an instant either. You've got to be consistent."
Consistency has been Cheika's watchword since he took over Ewen McKenzie for last year's November tour and he returned to the theme several times on Tuesday.
"We've got to have some consistency around how we play," he added.
"Of course we'll try something different as we do for most oppositions but I don't see that there's any kind of miracle play you can pull out or anything, you've just got to be up for the battle and ready to get stuck in and do it for 80 minutes and more, if required."
New Zealand, who recently celebrated 10 years on top of the world rankings, have lost only two of 44 tests since their World Cup triumph in 2011 - one each to England and South Africa - with Australia's best effort a couple of draws.
Asked directly whether the All Blacks were beatable, Cheika was still not tempted to echo the confidence of Wallabies coaches in the recent past.
"I don't even ever talk to the players about winning, I just talk to them about playing the game in a certain way that will make our supporters proud," he said.
"If we do that, the cards will fall where they may and I know we'll be close. Giving everything, every test match should be like that. Reality is, everyone is targeting winning so we've got to go for something more.
"Let winning be the consequence of playing really well and earning it."
