The tourists edged a nervy 23-21 victory in the opening Test with the Wallabies on Saturday and are now preparing for a friendly with the Melbourne Rebels on Tuesday.
However, Gatland is eager for his players to stay focused with them currently on the verge of ending a run of three tours without success.
"I don't think there's going to be any amount of complacency at all. I think these players are well aware they've got an opportunity to create their own history," Gatland told the official Lions website.
"We spoke before - and a number of people have written - about the Lions as a concept - was it going to continue in the professional game? Obviously, after what happened in New Zealand in 2005 part of the whole remit of 2009 for the coaches was to put some respect back into that red jersey.
"That was our focus in 2009 in that series that we could and probably should have won. But this series isn't about respect, it's about delivering. And we're well aware of that and the players are well aware of that as well."
The Lions face the Rebels on Tuesday before the second Test with Australia four days later.