The Rhinos were chosen as the Warriors' opponents after surviving two sudden-death ties, but Delaney insists they can produce an upset, despite losing record tryscorer Danny McGuire through suspension.
"We're disappointed not having Mags there," he said. "He is obviously a big part of our team and it would be great for us to win it and get another crack at a Grand Final with him. We're a tight-knit group and we're all heading in one direction."
Leeds overcame the absence of another of their key players, prop forward Kylie Leuluai, to see off the threat of Catalan Dragons in Perpignan last Friday and Delaney believes that win has put them in the right mood to take on the league leaders and 2010 champions.
"It's a big task going to Wigan but we went to Catalan and did the job," he said. "Hopefully we can build on that and bring it with us on Friday night.
"We've got a lot of experienced, big-game players and we just click when it comes to September. We want to be at Old Trafford again.
"Wigan are an all-round good side and it's a great match-up. I can't wait to get out there, there will be fireworks definitely."
Wigan are fresh from having a week off, courtesy of victory in their opening qualifying play-off tie, but coach Shaun Wane is expecting a stiff test from the Rhinos.
"Us finishing top and Leeds fifth doesn't really matter, it's two teams desperate to win the game," Wane said.
"The Grand Final is a great day and we want to get back there. We have a number of players leaving us at the end of the season and we as a group want them to go out on a high."