Alex King says final anguish can be the making of teams.
And the attack coach believes Saints will have learned from their four successive showpiece disappointments.
King referenced Munster, Leinster and Leicester - three of the most successful club sides in European rugby - in making his point.
He feels Saints, who have not won a final since claiming LV= Cup glory in 2010, can source inspiration from the heartache those teams suffered in their ascent to the continent’s top table.
And ahead of Friday’s Amlin Challenge Cup final battle against Bath at Cardiff Arms Park, King said: “Every time you get to a final it’s an opportunity to win one. No team just arrives. You have to go through the anguish.
“I did it as a player, you look at Munster and Leinster over the years, even Leicester lost a few finals over the years. Winning and losing is part of knock-out rugby, you’ve just got to make sure the more experience you have you want to make sure it goes your way.
“I can’t wait for Friday. It’s another opportunity to win something.”
Munster were a picture of bad luck and a lack of killer instinct as their 2000 Heineken Cup final defeat to Saints opened a catalogue of despair. They went on to suffer a one-point semi-final defeat to Stade Francais the following season before losing to Leicester in the 2001/02 showpiece, with that campaign also encompassing Celtic League showpiece agony.
It took the Red Army until 2006 before they could become European champions for the first time, but they went on to win the Heineken Cup again two years later.
“Every time you lose a major final, you learn from it,” said King, who left Clermont Auvergne last summer following the French side’s Heineken Cup final defeat to Toulon.
“Next time you get to one you put in place things that didn’t quite happen the first time.
“We’ve got to make sure we’re there on Friday night.”
Saints face two finals in eight days as they bid to get the monkey off their back with the Premiership title up for grabs after the Amlin battle.
And King is eager for his team to keep the double bid alive this week.
He said: “It’s a big European final and all the boys want to play.
“It’s where you want to be after nine months of hard work.
“We’ve got an opportunity to win something on Friday.”