Gatland won a first clean sweep in his maiden Six Nations as coach in 2008 after Wales' disappointing 2007 World Cup display.
He guided Wales to a second Grand Slam in 2012 after narrowly missing out on the 2011 World Cup final.
"We were disappointed not getting to the final in 2011," he said.
"We feel a little bit the same this time around.
"There's a little bit of frustration as we felt we could have gone a bit further in the World Cup, although we were proud of what we achieved given the number of injuries we had."
Wales qualified alongside Australia from their World Cup pool despite a host of injuries to key players such as Leigh Halfpenny, Jonathan Davies and Rhys Webb.
Wales were knocked out of the World Cup by two-time champions South Africa in the quarter-final despite leading with 10 minutes remaining.
Webb and Halfpenny are still out injured, but centre Davies has returned while backs Liam Williams and Hallam Amos are returning to fitness.
Wales hold the record of Championship victories - 26 outright and 12 shared - and a third Grand Slam in nine years would mean they join England on a record 12 Grand Slams.
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Ireland are bidding to become the first side ever to win the Championship three times in a row and Wales coach Gatland said: "You can't look past the Irish."
The New Zealander also said that England under new coach Eddie Jones are an "unknown quantity" in "a really open competition".
Wales begin their Six Nations bid against the defending champions in Dublin - the same venue where the Welsh began their 2012 Grand Slam campaign.
"We're in pretty good shape," added Gatland, himself a former Ireland coach.
"There's a few new coaches this year and the familiarly will help us put things together quickly.
"Our time together at the World Cup is invaluable preparation and potentially a slight advantage.
"It is massive that we're going away to Dublin first and if we can win that first game, the next game at home against Scotland is six days later.
"Momentum is huge in this competition."

Davies, 26, followed up sealing her World Championship place in the 20km by setting two new British bests in the mile and 5km event.
The Cardiff walker won the 5km at the British Championships in Birmingham.
"It's been a very good week, all the hard work has paid off," said Davies.
Davies competed in three events in seven days which began with achieving the London 2017 qualification time when she finished in a Welsh record 93:04 behind Gemma Bridge.
Davies will be joined by Bridge and Tom Bosworth and Callum Wilkinson at the World Championships next month in London (August 4-13).
"It is unbelievable," said Davies.
"I probably when I was younger never expected to get to this level of sport.
"It hasn't sunk in yet and when I get there I will probably have to take a few moments.
"It's absolutely fantastic to be on the same stage as such big names.
"This will be the biggest competition I have ever been to and it will be a big step up."
Davies will now take part in a three-week altitude camp in Livigno, Italy and St. Moritz, Switzerland and attend a British Athletics holding camp in Paris before her event on 13 August on the Mall.
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"It will mean so much because the first chance I saw race walking was at London 2012," said Davies.
"To go from a spectator to the start line alongside the girls who have inspired me and are now my friends and rivals will be amazing.
"It is going be a home event where all my friends and family will be watching.
"Growing up, the thing I remember was watching the London Marathon finishing on the Mall.
"To be there and doing my sport at the highest level is going to be amazing."
Davies believes walking is receiving a higher public profile.
"From when I started it (walking) has grown," said Davies.
"We are getting more attention which has been helped by Tom Bosworth coming sixth in the Olympics last year which has raised the sport's profile.
"Race walking is a really good way to get people drawn into athletics."
Warren Gatland hopes the power of "frustration" can inspire Wales to a third successive post-World Cup Grand Slam.
[NEXT_CONCEPT]
Welsh walker Bethan Davies says the hard work has paid off after qualifying for the World Championships in London and setting new three personal bests in a week.