Riders have already won this season's BBL Trophy and the league title.
They meet Sheffield Sharks in Sunday's BBL play-off final at the O2 Arena at 15:30 BST, with live coverage on the BBC Red Button and BBC Sport website.
Riders coach Rob Paternostro told BBC Radio Leicester: "We feel good. There are some bumps and bruises from a long season, but everybody is fired up."
Monday saw Leicester City win the Premier League title just minutes after snooker player Mark Selby won his second World Championship title at the Crucible in Sheffield.
League winners Riders have played Sheffield six times in the three competitions this season, losing just once.
Paternostro added: "We have a group that has been here and done that. Four of the last five finals we have been to, so it is not just about the day, but the guys understand what it takes in preparation and we are familiar with that.
"It's strange to not be playing Newcastle in the final. But it is not a surprise because when we went through the league this year all of us totally understood how good this Sheffield team is.
"They finished third and have a lot of talent - it is not a surprise to us, or to anyone in this league that they are in the final.
"Whatever competition we have been in, Sheffield have been there. We know they are a really good team."
Sheffield coach Atiba Lyons is comfortable with his side going into the final as underdogs.
The Riders finished 18 points ahead of third-placed Sheffield in the regular season.
"They're favourites for many reasons, and rightly so, but anything can happen," Lyons told BBC Radio Sheffield. "As long as we are focused then I believe in our team.
"We've played them and we know what they can do and they know what we can do so we just have to go out there and try to get the outcome in our favour."
The game will be followed by the WBBL final between Nottingham Wildcats and Team Northumbria, tip off 18:00 BST.
Like the Riders, Nottingham Wildcats are looking to add the play-off trophy to their league title win.
The Wildcats lost just once in the regular season as they finished four points clear of Team Northumbria.
Amber Stokes, who was voted the league's MVP this week, told the WBBL website: "Making it to the finals was one of our goals and, if we win, it would be the icing on the cake.
"It's truly an honour for me to be named MVP and I will remain focused on doing the necessary things to help my team win the Championship.
"It's going to be very exciting to be able to play in an arena like The O2 and I'm definitely looking forward to playing in front of a great atmosphere."
Team Northumbria, who beat defending champions Sheffield Hatters in overtime last week, are in their first WBBL final.
Guard Chloe Bully said: "We have worked very hard this season and I believe the fact that we have made it this far, is proof of our hard work, talent and togetherness.
"We were confident we could beat Sheffield again and after last weekend, we will continue with the same confidence against Nottingham."
Leicester Riders are looking to cap off a sensational sporting week for the city by completing a domestic treble.