Sundowns stunned CAF's team of the last century in front of a fully-packed Lucas Moripe Stadium Stadium in Atteridgeville on Saturday and are set to travel to Cairo for the return match this weekend.
Mosimane is aware of the Egyptian team's history and capability to reverse the score on their home ground.
"We won this game but still have to go to Egypt. I have seen Al Ahly playing against Wydad [Casablanca] and the score was 4-0 and I have seen the score reversed to 5-4," said Mosimane.
"So I am not a fool. I am not gonna be excited but keep my feet on the ground and make sure the team stays calm and I'm hopeful that we proceed to the semifinals.
“It's rare for Sundowns to score so many goals in the Champions League but to be honest we are a small team. We were established in 1974 and you know Al Ahly, you can see the stars on their badge.
"When you have a win like this, it's history for our club," he noted.