And Grove believes his side can back up last weekend's win over Newcastle Falcons.
He said: "It's certainly a winnable game. It was a monkey off our shoulders in getting that first away win in so long, whilst also getting our first win of the season.
"But it wasn't just that - it gives us a chance of survival. If we had lost, it would have been all over.
"The Newcastle result will keep us fighting and we can still stay up this season."
And the centre admits the win has given the players a spring in their step.
He continued: "We had a couple of days off after Sunday as there were a few tired bodies after the game.
"Now there is a bit more of a buzz about the place. Something so simple as one win can really lift everyone."
Exeter have lost seven of their last eight in the league and Grove knows it is an opportunity for Warriors to pick up their second scalp of the season.
He explained: "We're at home and Exeter have lost their last couple. Whilst they are a very good side, it's a match we believe we can win.
"We owe them one seeing as they beat us heavily at Sixways in the LV= Cup."
And the Scotsman admits the Warriors support will play a big role when the Chiefs come to town.
He added: "The support was a massive thing for us in Newcastle. It was nice to go and thank them at the end of the game and I was surprised how many made the trip up.
"It was good to see they were still behind us and it was nice to repay them.
"Hopefully we can do the same for the home support when they come to see us against Exeter."