Pirates will battle Tunisia's Etoile du Sahel for continental honours in a two-legged Final next month.
However, Bucs have been less convincing domestically as they are 11th in the Absa Premiership standings with five points from as many games.
"One thing about playing Pirates, when you are successful as we are in the CAF Confederation Cup, everyone wants to bring you down," Tinkler says.
"You have to be strong enough both physically and mentally to deal with that and the players need to understand that... they need to understand that at Pirates every game you play is a cup final irrespective who we play against."
The Sea Robbers advanced to the Telkom Knockout quarter-finals on Friday by edging struggling University of Pretoria 2-1 at Orlando Stadium.
While Tinkler conceded his men were not at their best against AmaTuks, he says the result should serve them well for Wednesday's League clash with high-flying Bidvest Wits in Soweto.
"I think the result, even though it was a poor performance against AmaTuks, can act as a morale boost ahead of our next fixture because at the back of the players minds' was the issue of results not being good at home.
"We needed these results to boost confidence and I am 100 percent sure the performance against Wits will be far better."
Tinkler acknowledges the Buccaneers have struggled to impose themselves on home soil.
"The team has lost confidence, especially at home. We look nervous on the ball and seem to panic, I don't why that has to happen.
"They [the players] play far better when we play away than at home. That is something that we need to try to change, try build morale of the players, particularly at home."