Wales won 13-8 at Cardiff Arms Park in 1953 but the All Blacks have won 21 tests in a row since that time.
"We have to get that monkey off our back to get the confidence and self-belief," Gatland said at a press conference in Dunedin last night.
"Once we do that it becomes easier.
"Wins against South Africa and the All Blacks would give us the self-belief we need."
He said New Zealand was in a similar position with its inability to win a World Cup since 1987.
Gatland believes Wales is capable of winning the test tomorrow.
"That's what we are here for," he said.
"We are not just here to make up the numbers.
"I'm not underestimating the task because traditionally the All Blacks are very hard to beat here. But South Africa and France have had wins in the last two years."
Wales has got close in two tests against the All Blacks in recent years without being able to nail a win.
The All Blacks won 19-12 at the Millennium Stadium last year.
"We have got close but not close enough," he said.
"Until we beat them we must not over-estimate where we are."
Gatland put the Southern Hemisphere teams of South Africa, New Zealand, and Australia in the top tier with France.
He was impressed by South African teams in the Super 14 and puts the Springboks at the top of the pedestal at the moment.
"We are in the next tier. It is important that we go out there on Saturday and acquit ourselves well," he said.
The Welsh team is not concerned it is the last test at Carisbrook.
"It is not an emotional game for us. It is more for the All Blacks and their history.
"We are honoured to be part of the history of Carisbrook. There is a huge amount of history and success that the All Blacks have experienced here."
Gatland played on Carisbrook for Waikato and understands how difficult it is for visiting teams.
"It is not the easiest place in the world to come and get a win."
But he does not think the Welsh players will be affected by the emotion of the occasion.
"The game's professional now and there are a lot of youngsters who don't care what happened 50 or 100 years ago. I don't think there will be any extra pressure on us."
Gatland is using the series in New Zealand to give his players experience of New Zealand conditions.
"I hope things go well for us on Saturday night. I'd like to make some changes to give other players the opportunity at Hamilton.
"I thought Graham [Henry] would have done the same this week but he has resisted the temptation as well.
"Both of us want good performances so we can make a few changes in Hamilton next week."
