McCaw was captain on the night two years ago that France won their quarter-final showdown 20-18 in the Welsh capital to send the All Blacks and tournament favourites home early.
But on the eve of leading New Zealand for the 41st time in his 78th Test when Wales and New Zealand collide in the Invesco Perpetual Series opener, McCaw still loves playing at the iconic stadium.
“It is great to be playing with the roof closed as that creates both a great atmosphere and a dry ball,” said the flanker.
“It can be extremely noisy but then it is the same for both sides and you just have to do your best to get your messages over to your mates.
“It is certainly one of my favourite places and the guys are excited about playing a game at a hell of a place against a good team.
“Wales traditionally come out with plenty of passion and we will have to meet that and front up.”