Gatland is back in charge after sitting out the previous two Tests to prepare for next summer’s British & Irish Lions tour to Australia. He also missed out on the Summer tour to Australia recovering from his double heel fracture.
In his absence, the Grand Slam champions have struggled losing their last five games including defeats to Argentina and Samoa the last two weeks.
Warburton is one of five changes as he replaces Ospreys’ flanker JustinnTipuric at openside and there is also starts for centre Jonathan Davies, fly-half Rhys Priestland, hooker Matthew Rees and lock Luke Charteris.
Davies has recovered from a groin problem to make his first appearance of the autumn series to replace last week’s try scorer Ashley Beck.
Priestland takes over from Dan Biggar, who suffered a shoulder injury he sustained against Samoa.
Up front former captain Rees is replacing Rochard Hibbard who was also injured last Friday in a bruising contest with Charteris comes in for Ian Evans, who has taken only a limited part in training due to knee trouble.
Gatland said: “No one is more disappointed than the players and the coaches with how things have gone in the last two weeks.
“But those supporters who have been with us over the last 18 months know, just as we do, that we are a better side than we have displayed so far, and we will be looking to show that on Saturday.
“This New Zealand team is one of the best rugby sides to have ever played the game, and probably the best All Blacks team ever, so it will be a privilege to be able to test ourselves against them.”
Meanwhile head coach Steve Hansen names his strongest available side and see the return of Dan Carter and Richie McCaw.
The World Champions are not the type of team to rest on their laurels and they will travel to Cardiff with a side boasting 745 caps in the starting XV to face the struggling Grand Slam winners.
McCaw and Carter come back in their familiar No.7 and No.10 jerseys to replace youngsters Sam Cane and Aaron Cruden who deputised last week in Italy.
In the forwards, tighthead Owen Franks and hooker Andrew Hore return to the front raw for the Charlie Faumuina and Keven Mealamu, who is carrying a calf injury while Sam Whitelock and Luke Romano will form an all-Crusaders lock partnership
In the backs, Aaron Smith is at scrum-half replacing Piri Weepu with Cory Jane and Israel Dagg starting on the wing and at full-back.
Hansen said: “We have always known this game will be a fiercely contested match. The Welsh team in the last 12 months have been Grand Slam winners and 2011 Rugby World Cup semifinalists and we have known since the World Cup that this would be the game that they would be targeting in this Autumn Series, so any recent performances or results won’t have any bearing on this match.
“We are all excited by what comes with this challenge, along with the fact that we will be playing in one of the world’s greatest rugby stadiums.”
Wales: Halfpenny; Cuthbert, J. Davies, Roberts, L. Williams; Priestland, Phillips; James, Rees, Jarvis, B. Davies, Charteris; Jones, Warburton (capt.), Faletau.
Replacements: Owens, Jenkins, Andrews, Shingler, Tipuric, Knoyle, Hook, S. Williams.
New Zealand: Dagg; Jane, C. Smith, Nonu, Savea; Carter, A. Smith; Woodcock, Hore, Franks; Romano, Whitelock; Messam, McCaw (capt.), Read.
Replacements: Coles, Crockett, Faumina, Retallick, Vito, Weepu, Cruden, B. Smith.