'Cheeseboy' reached the semi-finals of the event with his former club Orlando Pirates in 2006.
And Mokoena, who impressed in Downs' charge to Premiership honours this past term, says conquering Africa would serve as the pinnacle of his career.
"It's to go back to Africa and win the CAF Champions League; if I can achieve that I will be the happiest man alive," Mokoena says in the latest KICK OFF magazine when asked about his ambitions.
"In 2006 we came close with Orlando Pirates, only to be knocked out by Sfaxien of Tunisia in the semi-finals. If the current Sundowns team can do that, that will be the highlight of my career."
The 27-year-old added: "We have a lot of international players and we think big. If you have the type of players we have, then it's not impossible. Some of our players have played in the Champions League and know what it takes to do well."
Meanwhile, Mokoena expressed disappointment at his lack of Bafana Bafana opportunities following his exploits at national youth level. He has been capped eight times for the senior side.
He said: "I did well from U-17 level, and when I look back I'm proud of my achievements. But players who get promoted from the junior national teams to Bafana Bafana are never really given time to adjust and gel.
"You get selected and the next match you're dropped; always in and out without getting regular game-time and that is what happened to me."
Get the latest edition of KICK OFF, on sale now, to read the full interview with Mokoena, where he elaborates on his recovery from injury and relationship with Brazilians coach Pitso Mosimane, this and more!