Mallinder’s men, who currently sit 10th in the Aviva Premiership standings, will be bidding to overcome the disappointment of losing back-to-back league games to title-chasing sides.
Saints put in a strong performance at Saracens before a sin-binning cost them their lead and any chance of victory.
And they also impressed against Wasps last Saturday, dominating for large spells before eventually being beaten 20-15.
They have now lost three of their four league games this season and will be desperate to kick-start the campaign with victory against the Chiefs.
And Mallinder said: “You’ve got to dust yourself down and get back into it which we’ll do and we’ll come out fighting against Exeter.
“Exeter will be difficult this week but we should be match-hardened now.
“We’ve shown we can compete with two of the best but we just need to go that extra stage.
“Pressure’s always on to win games.
“We’ve had a bad start and one win out of four is now what you want, but we’re still a good side and we can still get back on track.
“It only needs a few wins on the bounce and then you very quickly move back up the table.”