A first-half hat-trick from wing Tom Biggs helped Bath to a 31-3 win at Sandy Park to top Pool 1.
"It was exactly what we wanted to do," Haag said. "We wanted to qualify for the semi-final, the first two rounds put us in a good position and I think we followed that in a similar vain in the next two games.
"In terms of the performance, we will look to improve over the next four weeks in the Aviva Premiership.
"On the one hand we are delighted that we have reached the semi-finals, but that has to be put to one side as we head to Newcastle on Saturday.
"Bath and Leicester games are generally pretty good games, good atmosphere and good rivalry, but now we have the added spice of a semi-final to boot.
"But that is some weeks off yet. We need to first make sure that we start climbing the Premiership table so we'll enjoy tonight and then ensure that we prepare correctly for the game against Newcastle."
Bath return to Sandy Park in three weeks time in the Premiership having already beaten Exeter at home, but Haag feels they will need to improve on Sunday's showing.
He added: "We relish the prospect of coming down here again and I'm sure it will be a very intimidating atmosphere again with a packed house.
"Exeter changed many of the faces from their first team for this game but unfortunately we don't have that luxury at the moment so we have to keep playing the guys we've got as we have a number of injuries.
"We had to work hard for the win, but in terms of the performance and accuracy and sometimes in terms of the intensity, sometimes we dropped off a little."
Exeter still have hopes of some silverware this season as they are through to the Amlin Cup quarter-finals with a tie away to Stade Francais, but they also have some tough Premiership games in the next four weeks against Leicester, Wasps, Bath and Sale.
"The game had a bit of everything for us," Chiefs head coach Rob Baxter said. "I'm disappointed that we didn't keep the ball, I think that we were a little bit edgy and I think we over-kicked, particularly in the first half.
"That didn't really allow ourselves to get in the game but I think we defended well for large periods of the game, plus some of the young players stood up particularly well and come the end we had an academy front row on the pitch.
"There were a lot of positives but I said to the guys that I don't think we played to our best."
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