Australian Cheika will leave the Tigers at the end of his one-year contract, with former Leicester player Geoff Parling set to take charge in the summer.
Cheika - who guided the Wallabies to the 2015 World Cup final and then took Argentina into the last four two years ago - has been credited with transforming the mentality of a Leicester squad who finished eighth in the 2023-24 campaign.
The 58-year-old, though, maintains the Tigers' progress this season - finishing second in the table and then beating Sale in the play-off semi-finals - is very much down to a collective effort.
"That is a really fundamental part of building teams," said Cheika, whose Leinster side won the 2009 European Champions Cup before he then took the NSW Waratahs to the 2014 Super Rugby title.
"First they have got to be able to trust each other - we have got to be able to have honest conversations and being prepared to have a fight with each other.
"As long as it is a fight where you are going in the same direction, then you are trying to get the same thing done, that's okay.
"Building up mentally is important and it is a continual workout - you have never arrived at the place you have got to be at, because every time you meet another challenge, you have got to then go and delve into that.
"I have definitely learned a lot from them and I hope they have been able to learn a bit from me."
Cheika added: "They are playing as part of a team, and in the team, those dynamics are extremely important.
"We are going to need that on Saturday, because we are playing against the team that dominated the league and we need to find a way to master that opponent."
Cheika, though, does not want his players turning up at the Allianz Stadium just to enjoy the occasion - which will be the last game before club stalwarts Dan Cole and Ben Youngs retire while Tigers captain Julian Montoya and South Africa fly-half Handre Pollard are also set to move on.
"You work hard to get yourself in a position to have an opportunity at the title, so when it is there, you would be mad not to take it," Cheika said.
"Together, we have built a good deal. We have improved our mental preparation and our the mental side of our game, the resilience or the grit that we have got in games.
"But you are going to need more than just that as well - you need quality, you need all those things.
"I suppose it is more just about being ready to balance out what is the emotional part and what is the technical part, and make sure you have got both of those clearly defined as to what their use is."
