Gaffney urges Saints to win Anglo-Welsh Cup
The black, green and gold are currently top of Pool 3 after taking six points from their opening two matches.
They are four points ahead of Worcester and Saracens, and five ahead of Scarlets, meaning a semi-final spot is now a distinct possibility.
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Hide AdSaints could book their place in the final four as soon as this afternoon, when they travel to Sale Sharks (kick-off 2pm).
They conclude their pool stage campaign with a home game against Harlequins a week on Friday.
And Gaffney said: "We've got to go out and try to win the Anglo-Welsh Cup - that's what our intent is and we've been pretty positive about that.
"We've got two reasonable games in the next two weeks.
"Sale away will be tough but that's fine.
"You've got to win games on the road if you want to be up there with the big boys.
"You can't just concentrate on winning at home.
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Hide Ad"We've got to take a huge step forward to improve from where we are.
"We're extremely disappointed with what happened last Saturday, but we can't sit back - we've got to keep trying to go forward."
Gaffney had seen Saints win both of his opening two matches in charge, beating Gloucester and Clermont Auvergne.
But they took a step backwards last Saturday, losing 62-14 to Saracens in the Champions Cup clash at Allianz Park.
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Hide AdSaints were already out of the competition, having lost five of their six pool matches.
And Gaffney said: "I was very pleased with the previous two weeks (before the Saracens game).
"We took a step forward against Gloucester and against a very good Clermont side, but we were put under pressure by Saracens and didn't handle it.
"I have learned a lot from Saturday and we've got to work out ways around that.
"The players have got to have the confidence to go out there and play."