Successive away defeats to Morecambe and Swindon have knocked the Gills down to 10th in League Two, their form at Priestfield currently keeping them in and around the play-off places.
"We're quite good at home," said Hessenthaler.
"We always put pressure on ourselves every time we come away and get beaten.
"We've got to put a big performance in against Northampton."
Cobblers winger Lewis Young meanwhile has issued a rallying cry with Town fans frustrated over a poor start to the season.
“It’s going to take a while for it to come together, but I really do think we will get around that corner," he told the Chronicle & Echo.
“We’re 100 per cent behind the manager and the manager is 100 per cent behind us. With what he has achieved in the game we’re all confident it will turn around soon.”