Saints will secure a top-six place in the Clydesdale Bank Premier League with a point but Craig is focused on sealing a long-awaited win.
St Johnstone have not beaten Dundee United in the SPL since November 2000 - a run encompassing 19 meetings - although they have twice knocked them out of the League Cup during that period.
Craig said: "We haven't beaten them in the league since we came back up and that has been hanging over us. But they have always been tight games and that has been shown this season with two draws so far. We'll go into the game full of confidence.
"It's just one of those things, I don't know what it is. We have just not got that win."
The 26-year-old, who will join Hibernian this summer, added: "Last season we were 3-1 up with 10 minutes to go and lost two late goals.
"It's not something we dwell on too much, it's something that's just there.
"But we know if we approach it right and focus and work hard, then we definitely have the ability in the squad to win the game.
"But like every other game this season there is not a lot between the teams and they will be expecting to come to Perth and win.
"They have some special players in their team that we need to look out for if we want to win the game."