Ms Gillard will be staying at Rooty Hill for a week as she and her cabinet team make a pitch for votes in some of Australia's most marginal seats.
"The thing that I am hearing from those opposite, they are saying that we aren't excited," NSW Treasurer Mike Baird told question time on Thursday.
"Well of course we're excited about the prime minister coming to western Sydney, it's great that she's finally found western Sydney."
Mr Baird then told the Legislative Council that the government had a handy present in honour of her venture west.
"I think in hospitality of the prime minister's visit, the O'Farrell government wants to table a gift, we want to give it to her, and it's a new Gregory's, so she can find her way around western Sydney when she gets there," he said.