The Rhinos’ last cup win came at Wembley in 1999 against London Broncos.
Since then Leeds have been beaten finalists three times since, losing to Bradford in 2000 and 2003, and to Hull in 2005.
The Rhinos won 28-24 in the engage Super League last month, but Saints’ cup record far outstrips that of Leeds.
The last time the two sides met was in the fourth round last season with St Helens wining 22-18, while in another Huddersfield semi final in 2008 the Saints won 26-16.
“The Challenge Cup probably holds a special place for St Helens, who have been very successful in it and you grow an affection for it”, said Peacock. “Hopefully we’ll be able to turn it around on Saturday.
“The last time we played St Helens in the Cup we were probably over-cooked as a team. We were struggling a bit for form and probably built the game up to be too big an occasion.
“Hopefully we’ll be a bit more relaxed going into this game.”
Coach Brian McClennan has second-row Ian Kirke available, which comes as something of a relief given that fellow back-row forwards Ali Lauitiiti and Greg Eastwood are both injured and Carl Ablett is suspended.
Webb, Donald, Delaney, Senior, Hall, McGuire, Burrow, Leuluai, Buderus, Peacock, Jones-Buchanan, Sinfield, Diskin, Bailey, Kirke, Burgess, Ambler, Clarkson, Smith
Against St Helens:
Previous semi-final meetings:
1976/77: Leeds 7-2 St Helens
1993/94: Leeds 20-8 St Helens
2001: St Helens 27-22 Leeds
2002: St Helens 42-16 Leeds
2003: Leeds 33-26 St Helens (AET)
2008: St Helens 26-16 Leeds