RNZI reports in 31 matches and 111 years the Welsh rugby team have won only three times - most recently in 1953.
They gave it a good effort in the first half last week at Eden Park, but still ended up getting thrashed 39-21.
Amazingly, it is the first time the two sides have met in the capital, but as for their chances, even the team's coach Warren Gatland is staying cautious.
"Despite people saying we're going to kick anything and try to stifle the All Blacks, we're going to come out and play some rugby - to compete against the best teams, you've got to be positive," he said.
Wellington mayor Celia Wade-Brown helped welcome the team with a pōwhiri at Pipitea Marae on Wednesday, and said the city was buzzing.
"I'm certainly going to be down there on Saturday, it's going to be packed and an electric atmosphere," she said.
"For some of the team it was the first time they've been to New Zealand and they were just so happy to be here, they thought it was a beautiful place and very welcoming ... we just didn't talk about last week's score.
"Head and heart say New Zealand will win."
Welsh fans Elaine Barker, Andron Abdul, and Robert Barker are on a three-week tour of New Zealand.
"We always have a chance, Wales are a very inconsistent team at times and we need to perform longer than 60 minutes," said Mr Abdul.
With a bit of luck and good refereeing decisions, you've always got to be confident Wales can win, despite history not being on our side."
The trio are from the Rhondda Valley and were visiting Auckland, Hamilton, Wellington, Christchurch and Dunedin.
"We heard about the wind here in Wellington but we get lots of wind where we come from anyway," Ms Barker said.
"I'll be at the match shouting 'Wales, Wales, Wales', so God help anyone who is sitting in front of me."
Mr Barker said his heart was telling him his team would win, but his head was shouting 'All Blacks'.
"You've got to be optimistic and ready for the All Blacks to have a bad day at the office."
The Welsh Dragon Bar bills itself as the only Welsh bar in the Southern Hemisphere.
It is co-owned by Joanna Howard, who has lived in New Zealand for 28 years.
"We've got the passion that the Kiwis haven't got and that's what gets us through. If we were going to do it, it would have been last Saturday - but there's still hope," she said.