The impressive display in Wellington was a remarkable turnaround from the fourth place RBS 6 Nations finish earlier this year and is down to being away from home pressures according to Gatland.
"There's no fear factor," said Gatland. "I think the great thing is we're in New Zealand. We're not in the bubble of Wales so we're not listening to the pundits every day.
"We're not listening to any negativity that potentially sometimes comes out of Wales. Just being here has been great so the guys just get on with it."
Wales, the only home nations team in the last four, also went through a gruelling pre-tournament training camp in Poland, and Gatland believes that has also brought his team closer together.
"These guys went through some pain," added Gatland. "I don't think any team has worked as hard as we have in the last four or five months and the pre-season in terms of the work that was done.
"We had guys throwing up and training four or five times a day. That galvanises a team and I think it's starting to come out with the youngsters expressing themselves, having no fear and a nice mix with some older players.
"I don't want to sound arrogant at all, but we were very confident before the game that we were capable of winning reasonably comfortably. They have worked so hard on and off the pitch, but we were not ready to go home yet."