Thanda returned to the PSL as NFD champions after an eight-year absence following a 2-1 win over Stellenbosch FC on Wednesday.
Usuthu plan to follow suit via the playoffs, as they trail third-placed Stellenbosch by two points with three matches left.
"We'll never be jealous of them," Sokhela says referring to their neighbours' triumph.
"You can't be jealous of your neighbors, jealousy makes you bitter. No, no, we are happy for them and two teams from KZN must go up for the development of football, and now we've got to be the second one to be promoted."
Joey Antipas' side will host bottom-club Santos at Princess Magogo Stadium on Sunday looking to bounce back from two straight defeats, having most recently lost to Milano on Tuesday.
"The players need to calm down," says Sokhela. "I told the coaches and the players: 'calm down, let's not be overanxious and start now losing games because of being overzealous'.
"We need to take it one game at a time and let's start with Santos on Sunday. We don't need to take them lightly, we've got to respect them and not say, 'aah, this team is relegated'. But let's respect them and get the result.
"From then on we got Jomo Cosmos [at Umlazi's King Zwelithini Stadium on May 10), and then it's FC Cape Town [on May 14 away], so these are three big games that really we should be winning.
"I was disappointed against Milano but what do you say? You played 90 minutes, you probably have 70 percent possession, you've chances galore, and the ball is not just going in the back of the net, and you get caught in the last minute because you are pushing up to win the game. They caught us on the counter and scored the goal and game over."