Gloucester, on the other hand, contributed to their own downfall with an error count that will give the coaching staff sleepless nights. On countless occasions, they created half chances only for errors to close the door.
Discipline was also a factor. The Chiefs scored an excellent opening try through Mark Foster but, thereafter, were able to rely on the unerring boot of Steenson.
On the other hand, Gloucester's Nicky Robinson struck the ball well but nothing went through the uprights although he did hit the post twice only for the ball to stay out.
Defeat will come as a huge disappointment to the Gloucester set up but credit must go to the Chiefs on their big day.
As anticipated, Sandy Park was rocking as kick off approached with the Chiefs fans in fine voice on their big day. That said, a terrific number of Gloucester supporters were evident around the ground, proudly wearing the Cherry and White.
Understandably, everything a Chiefs player did well in the opening stages was greeted with rapturous acclaim as was every refereeing decision in their favour.
And it was a dream start as Gloucester conceded a free kick at a scrum on their own 22. Taken quickly, the forwards took it up before quick ball sprung the backs and a two on one put former Gloucester winger Mark Foster over untouched. Gareth Steenson converted for 7-0 and it seemed as though the rafters would come off Sandy Park.
Gloucester almost hit straight back after a powerful midfield burst from Mike Tindall but the follow up support was slightly frantic and a knock on near the line let the home side off the hook.
The Gloucester pack stepped it up and drove the home side off their own ball to win the put in at a 5m scrum. Luke Narraway picked up, fed Dave Lewis and the scrum half's pass gave James Simpson-Daniel just enough room to score in the corner.
Steenson promptly kicked a penalty as Gloucester to open up a 10-5 lead as Gloucester first overthrew a lineout and then conceded a penalty for going in at the side as a relentless pace continued.
Gloucester's backs then clicked as Simpson-Daniel and Eliota Fuimaono-Sapolu tore Exeter apart but, with the home team on the rack, Capdevielle's seemingly scoring pass to Luke Narraway was ruled forward.
Capdevielle was prominent in the loose and his half break led to a penalty chance for Nicky Robinson but his 27th minute effort was dragged just wide by the wind as Gloucester's frustrations continued.
And, when Luke Narraway came in at the side of a ruck, Steenson's superior knowledge of the local conditions showed as he stroked home the penalty for 13-5.
Little was going Gloucester's way and that showed when Robinson struck the upright when presented with a penalty attempt head on to the posts immediately afterwards. Robinson was hitting the ball well but had little to show for it.
And Steenson again showed the way as he nailed one from wide out on the right to ease Exeter into a more than useful 16-5 lead with half time approaching.
Gloucester had one last chance to respond as another promising backs move swept into the home but a handling error brought the move shuddering to a half to sum up the half to date.
Bryan Redpath's side would play with the wind in the second period but they would have to cut out the individual errors and improve their discipline to get back into this one.
Gloucester emerged fired up and the pack quickly won a penalty at the first set scrum to give Robinson another chance to open his account but the wind again took the ball off target.
There was no lack of effort but it just wasn't happening. Fuimaono-Sapolu's lovely break from deep led to Tim Taylor chipping ahead but the replacement full back for the injured Olly Morgan was just beaten to the touch down by the covering Luke Arscott.
But Gloucester continued to press and managed to camp in the home 22 and remain patient. Eventually, a gap opened up and Tim Taylor jinked his way over. Robinson again hit the upright and again the ball stayed out. 16-10 after 54 minutes.
One more Steenson rubbed salt into the wound by kicking a 57th minute penalty as Gloucester were ruled to have pulled down a maul.
There was still a quarter to go but still the individual errors were hurting Gloucester although Exeter winger Nic Sestaret could have made it worse but failed to hang onto to a potential interception.
Time ticked away and, with Gloucester growing ever more desperate, more errors followed gifting Exeter field position and Steenson's dream day continued with a drop goal for 22-10.
As the home crowd started to celebrate, there was no end to Gloucester's mistakes and the home side were given enough possession to comfortably close out an historic win.
|Exeter Chiefs Score Card|
|Gloucester Rugby Score Card|