Sundowns, Wits and United, as well as Platinum Stars, are representing South Africa in CAF competition this year, with the Brazilians currently in Uganda to face Kampala City Council Authority in the CAF Champions League.
The PSL quartet are also all through to the Nedbank Cup last-16, while Sundowns, Wits and SuperSport are in the race for Absa Premiership glory.
And Mosimane, who remains the only South African coach to win Africa’s premier club competition after leading the Tshwane giants to title glory in 2016, warns it comes with a price.
"You know the truth; the the truth is that you have to give one [trophy] away, that’s the reality,” said Mosimane.
"The reality is to give one away, ask me. Every time I have three [competitions to play in], I give one away. Last year we gave away the Nedbank Cup, not because we gave it away - it was difficult, we lost to [Orlando] Pirates. You know the story, so who is going to win them all?
"Sometimes you need to be humble and look on the bright side. Three weeks ago we lifted a trophy [the CAF Super Cup], we can't be selfish and think we can have everything,” he added.
Meanwhile, Mosimane has expressed confidence that his team will add to their 2-1 first-leg lead against KCCA when the sides meet in Uganda tomorrow, with Sundowns having done exceedingly well on the road in Africa in terms of their goal scoring.
“The last time we went to Dolisie, we scored. Last time we went to Setif, we scored two. Last time we went to Zamelek, we scored two. We don’t want to make excuses, it’s tough, yes. We are the champions, it’s difficult, the guy [KCCA coach Mike Muteba] was telling me last week that everyone plays strong against us.
"You saw how Polokwane celebrated when they got a draw [0-0 against Sundowns on Tuesday],” said 'Jingles'.