Clashes with defending champions Toulon and Glasgow Warriors will follow with the French superstars visiting Cardiff Arms Park next weekend.
After returning with the Blues following a serious hamstring injury suffered on duty with the British & Irish Lions, Warburton is now back fit, securing a couple of trademark turnovers in last weekend's victory over Edinburgh.
Now, with attentions turning to cross-border competition, the Blues flanker is looking forward to the next few games.
"It's a tough pool but I don't think we would have it any other way. With the Heineken Cup, I think it is always the case," said Warburton.
"Exeter are a good side, we've done a bit of analysis on them but it's going to be tough, as every group game will be for us.
"With Exeter, Glasgow and Toulon, that's three top sides who could go through and do very well in the latter stages."
Sunday's meeting with Exeter provides a special side note, with a number of ex Cardiff players now plying their trade down in the South West. Veteran fly half Ceri Sweeney and wing Tom James both moved to Sandy Park from the Blues at the end of last season.
Looking ahead to Sunday's Heineken Cup opener, Warburton added: "We'll have to be at our best. It's going to be tough, I think we have got one of the tougher groups but I'm really looking forward to it.
"There are some ex-Cardiff players down there, Tom James and the like, so it's a game we're really looking forward to and we're very confident we can get a result."