Warren Gatland’s side host the men in green on the back of a 13-match unbeaten run and with four straight championship wins behind them.
Standing in their way of what would be a first tournament clean sweep since 2012 are Ireland.
A huge encounter in the Welsh capital is expected with a sell-out crowd set to cheer on Wales.
“It’s important you try to enjoy it. It is difficult, but there is an element of trying to remove yourself from worrying about the result and worrying instead about what you can control,” Anscombe said.
“It is important to look around the stadium at times and look where you’re at because we may never get this opportunity again. Hopefully we are successful in the years to come, but you have to get a little bit of luck to be where we are. It is going to be a huge occasion and one I’m looking forward to.
“Everyone knows the importance of Saturday and how exciting it potentially is. We knew we were capable of getting here.
“You can see this week how much it means to the public and everyone is desperate to finish the job.
“It is important we soak up the atmosphere, but we have to remember we need to be clinical.”
Gatland will name his Wales team for what will be his last Six Nations game in charge on Thursday.
The New Zealander – who has been at the helm since 2008 – will leave his role after the World Cup in Japan at the end of the year.
Anscombe said: “Warren has got to go down as Wales’ best coach. He has got the ability to get the best out of everyone and as a player, one thing he does do is give you a belief to win. He leaves no doubt in your mind the team will get the job done.
“I am sure he will know the buttons to push this week. He will probably be a little bit emotional as it will be the last time in the stadium with this on the line. He deserves to go out with this.”