The former Wales coach, who has already guided the Lions to a series win in Australia in 2013 and a drawn series in New Zealand in 2017, may feel he owes the Chiefs, who are winless after seven rounds in Super Rugby Aotearoa.
"I won't deny that we're disappointed," he said.
"It's all about results, and we haven't achieved those results."
Gatland acknowledged the Chiefs' dire form had put pressure on skipper Sam Cane, with critics questioning the wisdom of appointing the loose forward as the All Blacks' new captain.
"I do feel for him a little bit, we haven't made it easy for him in terms of his All Blacks role, and that makes it a bit tougher," he said.
"But he's been absolutely outstanding for us, and he's just fronted up and put his body on the line week after week. So that's all we can ask him to do."
The Chiefs will play Hurricanes in the New Zealand capital on Saturday.
Kick-off is at 09:05 (SA time).
15 Jordie Barrett, 14 Kobus van Wyk, 13 Peter Umaga-Jensen, 12 Vince Aso, 11 Wes Goosen, 10 Jackson Garden-Bachop, 9 TJ Perenara (co-captain), 8 Ardie Savea, 7 Du'Plessis Kirifi, 6 Reed Prinsep, 5 Scott Scrafton, 4 James Blackwell, 3 Tyrel Lomax, 2 Dane Coles (co-captain), 1 Ben May
Substitutes: 16 Asafo Aumua, 17 Tevita Mafileo, 18 Pouri Rakete-Stones, 19 Kane Le'aupepe, 20 Devan Flanders, 21 Jamie Booth, 22 Billy Proctor, 23 Jonah Lowe
15 Damian McKenzie, 14 Shaun Stevenson, 13 Anton Lienert-Brown, 12 Alex Nankivell, 11 Sean Wainui, 10 Kaleb Trask, 9 Brad Weber, 8 Pita Gus Sowakula, 7 Sam Cane (captain), 6 Luke Jacobson, 5 Mitchell Brown, 4 Naitoa Ah Kuoi, 3 Nepo Laulala, 2 Samisoni Taukei'aho, 1 Ollie Norris
Substitutes: 16 Bradley Slater, 17 Rob Cobb, 18 Angus Ta'avao, 19 Tupou Vaa'i, 20 Mitchell Karpik, 21 Lisati Milo-Harris, 22 Quinn Tupaea, 23 Kini Naholo