The Eagles defied all expectations to beat tournament favourites Cote d'Ivoire in the quarter-finals, but Okocha says nothing has been achieved yet.
"We all celebrated when they beat Cote d'Ivoire but we have to understand that as good as that result was, they have not achieved anything yet," Okocha warned.
"Beating Cote d'Ivoire is good, but it is not silverware. Now is when the real work starts and they have to play with the same determination that they played against Cote d'Ivoire.
"Now they are no longer underdogs, they are the favourites and Mali will play them the same way they played Cote d'Ivoire. So they must play Mali as if they are playing against Brazil or Spain."
Okocha, who is taking a private jet from Johannesburg to Durban to see the game, says despite the inexperience in the squad, they have shown that they can do anything they want
"I must confess that I was surprised by the way they played. But I believe that if they play the same way, they can get to the Final."