Sundowns are six points clear of Orlando Pirates at the Absa Premiership summit with three league games left, while they will battle Maritzburg United at Harry Gwala Stadium on Sunday for a spot in the Nedbank Cup final.
The 2016 kings of Africa - who are unbeaten in 15 games in all competitions - are also through to the group stages of the CAF Champions League.
But experience has taught Mosimane the danger of looking too far ahead.
“Sometimes if you are an ambitious club and you want everything, sometimes one gives way,” Mosimane says.
“That's what history has taught me. I look at Manchester City; they wanted the league, they wanted the Champions League and they wanted the FA Cup. They ended up with one, the league. And what a super team.
“Orlando Pirates wanted the Nedbank; they wanted the league. They ended up only with a hope of the league now and Nedbank is gone.
“You don't chose. You go with it and see what happens. Even if you win on Wednesday does it mean you won the league or the cup? No, you still have another one - there is no guarantee.
“The three teams that are there in the Nedbank Cup, they are more hungry than you. And football is about that; if you are more hungry than a talented team you have a chance to win.”
Downs will play Maritzburg again in the league on Wednesday, with Mosimane conceding the fixtures are crucial to the Tshwane giants' ambitions.
“Probably you can say our local journey is on these three games. I think it is there, let's be honest. If you win on Wednesday we will need a point from the last two games.
“I think we are capable of getting more than one point in the last two games, but you have to win.”