The Team of Choice have started the season in fine fashion and have yet to concede a goal en-route to an MTN8 quarter-final victory over Mamelodi Sundowns and two consecutive league victories.
During his time in Russia, Xulu won a cup during the 2013/14 season but has failed to clinch any honours on home soil.
"I've won a trophy back in Russia, [but locally] I've always been knocked out in the final or maybe in the semi-finals,'' Xulu said.
"I think even for me I just want to work on that and achieve that dream of winning a trophy with my home team. To do that will be the cherry on top to win it with a KZN team, and I'm going to do my level best to achieve it."
Maritzburg's MTN8 semi-final opponents SuperSport United possess one of the deadliest strike forces in the PSL and Xulu, who is likely to feature from the onset tomorrow, knows he has to be at his best.
"I'm a professional, I'm ready for anyone and it is my job to keep the clean sheet," he stated.
"It is also what we always try for as a club. The main objective is just to focus on ourselves to take one game as it comes. We know we're not one of the biggest teams and with that we shouldn't put ourselves under unnecessary pressure of trying to win trophies or whatever, but we are taking it one game at a time.
"We have no pressure of us trying to prove anyone right by being a surprise team or whatever. We are not a surprise team... we are just working hard on ourselves and winning one game at a time."