The eagerly-anticipated derby between the Lancashire neighbours a week on Sunday will be their first league meeting for nearly nine years and the first in the top flight since 1965.
Despite their impressive home form, which has brought four wins from four, the Clarets have yet to claim a point away from Turf Moor.
Caldwell is looking to end that run on October 18 when they go to Ewood Park.
"We're in a real rich vein of form at home, but it's not something we think about too often - being away on a bad run or at home on a great run," he told the Lancashire Telegraph.
"We just need to keep our feet on the ground, keep working hard and realising what we're doing to achieve these victories and keep doing it. We'll be doing that come Blackburn, it's a huge game, and we'll be going out there to play in the same way as we always do and to hopefully win the game."