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."
Warren Gatland hopes the power of "frustration" can inspire Wales to a third successive post-World Cup Grand Slam.