Rangers were beaten 1-0 at Griffin Park in October and suffered two defeats to Fulham already this season - their last west London derby triumph came against Chelsea in January 2013.
And the Dutchman is determined to turn things around and give Rangers fans bragging rights over their London rivals.
He said: “I think it's exceptionally important for the fans but it's very important for the players. We have to build on the performance against Derby County and show we can do it consistently.
In pictures: QPR's 2-0 win over Derby
“That is our challenge. Yes, the game is a local derby but there is so much more on it for us. It's a very important game.
“I don't know (why our derby record is so poor) but I can only say we're here to try to change that fortune and make sure we are right for Saturday and that we at least do ourselves proud.”
QPR are just nine points adrift of the Championship play-offs and Hasselbaink called on Rangers fans to dream of the top six.
He added: “You should always dream because that is healthy. You should never lose the little kid in yourself, but it is Brentford on Saturday and that is our next step.”