Saints did not concede a solitary point on their way to Elland Road, winning all five games in ominous fashion.
Furthermore, Derek Hardman’s side kept the Rhinos scoreless in last year’s Women’s Super League Grand Final to complete the treble.
But there is no inferiority complex as Leeds - back-to-back cup winners in 2018 and 2019 - look to burst Saints’ bubble.
With a healthier squad heartened by an unbeaten start to 2022, head coach Lois Forsell is confident the Rhinos can defy the odds tomorrow afternoon.
“That’s what we are here for - because we want to win,” she said. “If you don’t do that, you’re not doing your job.
“We are going to have to be on top of our game but if you look down our team list, it is a very good team and we’ve just got to make sure we perform from minute zero to minute 80.
“We are excited. I know Saints are very good but we have the ability to be very good too.
“We just want to go out there, make it a good game, enjoy the experience, but - more than anything - bring the trophy back.”
Forsell believes that hard-fought win could give her side the edge against a team that have yet to be truly challenged.
“I don’t think I or Derek will be fully happy with our side’s form,” she said.
“The competition format has meant some weeks were quite challenging and some weren’t as challenging.
“It has been difficult to get form week in and week out; each team is still improving and developing, but it’s about which team goes out there and gives the best performance on Saturday.
“We had a really good test, mentally and skill-wise, in the semi-final against York and I think that’ll put us in good stead.”
There are 10 survivors from Leeds’ last Challenge Cup triumph in 2019 when Courtney Winfield-Hill scored the winning try in a player of the match performance.
The inspirational captain, whose penalty goal took the Rhinos to Elland Road, is determined to right the wrongs of last year’s Grand Final at Headingley.
“We just want another crack at a really heavy contest again,” said the 2019 Woman of Steel.
“For multiple reasons last year we weren’t able to put our best team on the park and the Grand Final certainly wasn’t our best performance either.
“St Helens were really good in that game and it is time to bridge the gap.
“I think we have definitely got a better unit than we did in October-time last year, 100 per cent.
“We’ve got experienced players back from injury and a couple of really good recruits and on top of that, the girls who were exposed to those games last year have now got experience under their belt.
“Those three things combined, I think we have got a better side to put out this year. We are going to come out firing.”
It is a landmark occasion at the home of Leeds United, with Elland Road providing the biggest stage yet for a women’s final.
Winfield-Hill is hoping the occasion brings the best out of the homegrown players in Forsell’s squad as the Rhinos eye a slice of history.
“It’s really cool,” she said on the prospect of playing at Elland Road.
“To be getting back here, to a local venue, was a big incentive. I really do think it will bring the best out of us.
“It is a special place, particularly for the local girls. You’d like to think they can lift for the occasion.
“We can hopefully get lots of our supporters in and put on a really good game for them.
“It is not a historical rugby league ground but a lot of big rugby league games have been held there in the past - internationals and things.
“It’ll be really cool to take our own page in the Elland Road history books.”