Tigers have already secured a play-off spot and are likely to face Saracens at Allianz Park in the semi-finals.
Saturday's trip to The Rec is the Tigers' first since their 47-10 semi-final defeat 12 months ago.
"Part of me would like to send the best team to knock lumps out of them, but the reality is that we need to put egos in our pocket," said Cockerill.
"We have to look after our squad and be sensible. We need to make sure we get it right for the semi and try to win the competition."
Leicester suffered two heavy defeats at The Rec in 2014-15, their play-off exit coming after they were beaten 45-0 - their heaviest-ever loss in the Premiership.
"The history of our last two games at The Rec aren't particularly good ones, but you have to put ego to one side and focus on the semi-final," Cockerill told BBC Radio Leicester.
"While we want to put in a good performance and win, it's not our first thought really.
"We will send a side that is fresh and hungry to play, but we will make sure that we rest guys and look after guys for the semi."
England centre Manu Tuilagi will remain sidelined for another week after suffering a knee injury in Tigers' European Champions Cup semi-final defeat by Racing 92 last month, but he will be fit for the start of the Premiership play-offs.
Brendon O'Connor will also be fit for the semi-final, but scrum-half Sam Harrison is out for the rest of the season after fracturing bones in his face and breaking his nose in Leicester's 31-17 win over Worcester.
Boss Richard Cockerill says Leicester will show restraint against Bath in their bid to win an 11th English title.