Helguson, who has netted eight goals so far this season for the Bluebirds, insists they will still have to be at the top of their game.
City sit clear at the top of the npower Championship having collected 16 points of the last 18 on offer to Malky Mackay's side.
"To say 'oh it is only Peterborough' is disrespectful," the 35-year-old told Wales Online. "Any complacency has to be avoided absolutely.
"Peterborough have earned the right to play in the Championship and we see on many occasions, week-in and week-out, where teams that before the game were the underdogs have gone and beaten the opposition.
"We enjoy playing in front of our own fans a lot. It is a fortress for us and I can't see anyone really wanting to come and play us there."