Assistant coach Rob Howley says Wales are in New Zealand “to make history” as they aim to beat the world champions on their own turf for the first time and end a 63-year hoodoo.
Wales have lost 26 consecutive matches against the All Blacks, with their last win coming in 1953.
Warren Gatland’s side play three matches against New Zealand this month.
“We are here to try and change history and what’s gone before us, that’s our goal,” said Howley.
New Zealand are unbeaten at Eden Park since 1994 and the match in Auckland will be the All Blacks’ first since beating Australia 34-17 in the World Cup final.
The hosts are heavy favourites to win the Test series, but Howley says Wales must not let that concern them.
“There is something of a siege mentality which can benefit teams when you come over to the southern hemisphere,” said Howley.
“History is against us, but we need to change history and by trying to develop a siege mentality, hopefully at some point on Saturday that will put us in a good space and putting the All Blacks under pressure on some occasions.”
Wales were regarded as Europe’s strongest team at the 2015 World Cup as they reached the quarter-finals.
But they finished second behind rejuvenated England in the 2016 Six Nations, and came in for criticism at home for the style of their play during that championship.
Howley says Wales are evolving their game as they look to add some variety to their play ahead of meeting the All Blacks, a team which the former scrum-half described as “relentless” in everything they do on the field.
“Skill set under pressure is vital in the modern game and we are continually working on it,” he said.
“It’s about speed and mindset. It takes time, but it’s something which we are very mindful of.
“Hopefully you will see not [just] glimpses of it on the weekend, but quite a lot of [it].”