"It isn't going to be easy," he said. "There's not a tougher place in the league to go and win.
"But we're going to go and give it a real good go and I think we'll enjoy this week and look forward to getting up there."
Wednesday's first leg saw both sides prevented from scoring tries, with defence the overall winner.
Yet the Chiefs boss felt his side showed the ability they will need to penetrate Bristol's defence when the sides go head-to-head again.
Baxter said: "We didn't quite convert some of our pressure chances.
"But if you keep your level of performance up there, you keep your level of endeavour, keep trying to win and keep trying to score, then sooner of later things will happen."
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