"Playing at Wembley is certainly an exciting prospect," said the Carlow man, who scored his second Heineken Cup try in the Pool 2 opener.
"None of us have ever played there before and some of us have never even been there before, so it will be something new.
"It'll be something different and everyone's looking forward to getting over there and seeing what it's like.
"It is always good to have a massive crowd and a great atmosphere. The atmosphere at the Aviva Stadium when we played Munster was exceptional and I'm sure the atmosphere at Wembley is going to be the same, if not better. That'll be good for both teams.
"And we do have a lot of experience as a side of playing in these big games. There's a good mix out there with younger lads who have played in games like these last season and the year before. We all know what it's about and there will be no fear going over there."
The opening weekend showed just how difficult qualification for the knockout stages will be this season, with Racing and Saracens both testing Leinster and Clermont Auvergne respectively before pulling away.
After their five-try win at the RDS, Leinster enjoy a one-point advantage at the top of the table, with Clermont Auvergne, 25-10 victors over Saracens, right behind them.
The complexion of the pool could change this weekend as Racing host Clermont Auvergne in a fascinating French derby, and Saracens and Leinster meet in that historic Wembley clash.
O'Brien is eager for Joe Schmidt's men to continue on an upward curve after a difficult start to the new season.
"If we focus on holding onto the ball, going through the phases and trusting our systems, then the game should look after itself," added the 23-year-old.
"But it is an incredibly hard pool. We've only got one win and there's a long way to go in the pool stages.
"We have to be on our game every single week - that's what it will take to get out of this pool.
"If you mention the Heineken Cup around Leinster people they start getting very excited - and that goes for us players as well. It's that extra step-up in intensity.
"You're coming up against better and bigger teams every week. The crowd obviously love it and you can see that."
Reflecting on the defeat of Racing and Leinster's approach for the Saracens tie, O'Brien said that the squad's confidence has been boosted by such a positive start to their European campaign.
"Against Racing we really worked for that win. We knew that Racing could potentially score from anywhere so we said we needed to stick to our defensive system. We stuck to our guns and it worked out for us in the end.
"I wouldn't say we were lacking any confidence going into the game with Racing but it does give you confidence playing well at the start of a competition. It's up to us now to bring it into Saturday.
"However, Saracens are a very dangerous side. They have an incredible amount of talent and it will be a massive test for us. It's one we're looking forward to, though, and hopefully we can give a good performance.
"We've done a bit of scouting on them already and they're all exceptional players. We'll go there in the right frame of mind and ready to play."