He will step down after the World Cup in Japan next year, passing on the reigns to compatriot and current Scarlets coach Wayne Pivac.
"The last thing I want is for Wales to have a poor Six Nations and World Cup because we have put in a huge amount of work in the last 12 years," Gatland told Wales Online.
"I'm bricking myself about the next year because I want it to be a good one. I am focused on doing the best job I can having loved my period in Wales. It's time to move on and I want to leave these shores with my head held high."
Gatland believes that New Zealand will be favourites in Japan, but that the rest of teams will do everything they can to ensure a tight contest.
"I think it will be an open World Cup," he added. "The All Blacks are a level ahead but there is not much between the other teams and we have more strength in depth than we did in 2015," Gatland said.
Wales reached the quarter-finals of the last World Cup, where they were beaten by South Africa, while New Zealand are the defending champions.
Gatland's team have risen four places in the world rankings since the start of the year and are currently third, behind New Zealand and Ireland and ahead of England.
Wales face Scotland in Cardiff on Nov. 3 in their next test before taking on Australia, Tonga and South Africa in end of year internationals.
(Reporting by Manas Mishra in Bengaluru, editing by Nick Mulvenney)
