And the Ospreys lock, who started the matches with Australia and South Africa but missed the Fiji clash, insists that the Welsh camp have everything they need to turn that frustration into elation against the All Blacks this Saturday.
"We've probably got some of the best facilities, the best environment we could have, we are looked after the best and we've got the best fans in the world," said Jones.
"You look at the magazines like Rugby World and they ask players what's the best ground they've played at and it's Millennium Stadium. That's for a reason. The fans make that occasion. It's one of the few venues where you are so close to the fans and it's a great place to be.
"Come the weekend there is no other place you want to be than in the Welsh changing room. And leading up to it, there's no other place you want to be than here at the Vale, with this set-up and with the management and squad we've got.
"We've all been grumpy this last week. If we say we are not we would be lying. But that's gone now - we've shelved it. What's been said has been said behind closed doors and we move forward. It's as simple as that. The belief is still there."
Wales came close to beating world champions South Africa at the Millennium Stadium a fortnight ago and Jones is hoping they can get one over on the southern hemisphere when New Zealand take to the field in Cardiff this weekend.
Warren Gatland's men now face the world's number one ranked side in the fourth and final Invesco Perpetual Series encounter of the year, with Jones fully aware of the challenge that lies ahead.
"Some of these southern hemisphere sides have got the biggest doors in world rugby. We keep banging on them but they are not going down yet," added Jones.
"It's been so close yet so far.
"New Zealand are a force to be reckoned with. They put a lot of width on the ball, play high-tempo rugby, they off-load, have a decent set-piece and their strength in depth is quite obvious. Some of the rugby they have played thus far has been scintillating.
"It's going to be a great occasion this weekend with the sell-out crowd."