The Giants missed out on European glory in January, losing in a penalty shootout in their final game against Arlan Kokshetau to deny them in devastating circumstances.
And Keefe believes the one-off aspect of the game in Cardiff, where the Giants will look to retain the trophy they won last year, adds to the excitement of the event.
“The fact it’s a winner-takes-all game certainly adds to the excitement,” he said. “Before, with the two-legged system, from my experience as a player, the time between the first and second games can take that away.
“It’s the way to go and makes it an exciting game. But any time you have a chance to win a trophy, it’s one to look forward to and our guys have been looking forward to this one.
“I would say more so since the devastating loss in the Continental Cup back in January and how close we came so it’s a trophy we want to have another crack at.
“It’s nice to be back to have the chance to win another Challenge Cup and the experience had by everyone in the organisation is one they’ll want to repeat again.
“I believe form does go out of the window for a one-off game like this. I know Guildford will be as excited as we are and they’ve got guys capable of putting the puck in the back of the net.”
The task facing the Giants won’t be an easy one against a Guildford side chasing a top half finish and one a good run of form.
Although the current holders have the superior record in recent meetings, having won six out of their last seven, Keefe is fully aware of the threat Paul Dixon’s men possess.
He added: “Since they came into the league, they’ve been extremely fast and hard to deal with at times and are a very threatening offence.
“Their defence is good too and can be a deadly combination, especially if their guys are firing on the night.
“If we don’t eliminate those threats and do your job, they’ll make you pay. They’ve done a good job recruiting and have slotted right in.
“It’s great to see a team come fresh into the league and have an impact. It doesn’t always happen so it’s a credit to their organisation.
“We’ve learned that through playing and know what their threats are. Anything can happen in a game like this and we’re expecting Guildford to be at their best, but we have to be too.”