Rovers have moved up to third in the League One table following three-straight victories against Portsmouth, Carlisle, and Scunthorpe.
Saunders' men boast the best away record in the division, but the Welshman wants his team to keep their concentration as Paul Dickov's Latics make the trip to the Keepmoat.
Saunders told the club's official website: "We've got to keep things going, things are going well but you can't take your eye off the ball.
"We've got to keep doing all the defensive work that we have been doing and not start thinking that we are better than we are. We're still coming together as a team.
He added: "Oldham are a decent team and they've got some good players. It will be a really hard game."