Quins' 22-16 Premiership victory at Wasps was their 10th on the trot in the league and 14th in succession in all competitions, and sets them up perfectly for the four-time European champions' visit to the Stoop.
Skipper Robshaw told Sky Sports 2: "It's pretty special. They are the big guns you want to play against in rugby. You have really got to test yourself and find out what you are about.
"Everyone is really looking forward to it. We will enjoy tonight and rest up and look forward to it next week."
Quins got off to the perfect start at Adams Park when centre Matt Hopper crossed with only seven minutes gone and Nick Evans converted.
However, Wasps recovered to dominate up front and two penalties from fly-half Nick Robinson meant they went in at the break just a point adrift.
But the visitors responded in style after the restart with Evans kicking a penalty before full-back Mike Brown made the most of superb handling by Robshaw and Hopper by collecting his own chip to touch down, and then flanker Luke Wallace collected scrum-half Danny Care's kick to repeat the dose.
Hopper's departure for the sin-bin helped to give Wasps fresh impetus as tries from full-back Hugo Southwell and England winger Tom Varndell kept them in touch, but with Robinson twice hitting a post, they were unable to reduce the deficit further as Quins held firm.
Robshaw said: "Our defence has been spot-on this year. We had a couple of lapses towards the end there, but the guys really fronted up today.
"It was about the squad. Some guys came in, the likes of Tom Casson and Charlie Matthews, and did exceptionally, so we are very pleased with today's efforts."
Robshaw was also delighted with the clinical nature of his side's finishing.
He said: "Last year, we struggled with that. We were getting into the final third, so to speak, and weren't clinical enough.
"This year, it has been the other way around. We have really taken our chances. We are a year wiser and have a lot more patience with the ball.
"If we show that patience and keep hold of the ball, we know either the other team will give a penalty away or hopefully we can break them with a try."
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