Since taking over in December 2007, Gatland has led his team to two Grand Slams and become the longest-serving coach in their history.
"I'm here until 2019 and the plan for me then is definitely to come home for a period," Gatland told New Zealand broadcaster Radio Sport.
Gatland signed his current contract in December 2013.
The New Zealander now hopes to continue coaching in his homeland once that deal expires.
He said: "If I was involved in provincial rugby or Super Rugby, that would be great, but if I'm not, I may have to go to the beach for six months or 12 months, put my feet up and take a bit of a break.
"That's the plan. I've been away for long enough. I'm 52, so hopefully I've got plenty more years left coaching.
"Post-2019 definitely the plan is to come back home to New Zealand."
Gatland replaced Gareth Jenkins, who was sacked after they failed to progress from the pool stage at the 2007 World Cup.
He won the first of his Grand Slams in 2008, and the second four years later.
While Gatland took a sabbatical to plan for the 2013 British and Irish Lions' 2-1 Test series win over Australia, his domestic deputy Rob Howley oversaw Wales' 2013 Six Nations title win.
However, his success with Wales in Europe has not been matched against the traditional southern hemisphere rugby powers.
In a total of 30 games against either New Zealand, Australia or South Africa, Wales have won twice.
Two of those defeats came at the 2015 World Cup, as Wales lost in Pool A to the Wallabies before being knocked out in the quarter-finals by the Springboks.
Warren Gatland says he will step down as Wales coach after the 2019 Rugby World Cup in Japan.