Bafana Bafana prevailed via goals from Thulani Hlatshwayo, Sibusiso Vilakazi and Dean Furman, with Andile Jali captaining the side for the first time at the Monedan Stadium.
Shakes Mashaba's men, who drew 1-1 with Cameroon this past weekend, will open their Afcon account against Group C rivals Algeria on Monday - a day before Mali tackle the Indomitable Lions in Group B.
The CAF showpiece will ignite when hosts Equatorial Guinea face Congo in Bata on Saturday.
In a combative contest, Mali threatened on occasion in the first stanza, as Ahmed Doumbia tested Jackson Mabokgwane with a low effort before sending a strike just wide around the half-hour mark.
Bafana, however, drew first blood in the 37th minute, as Hlatshwayo nodded in a curling free-kick from the left by Mandla Masango following a foul on Bongani Ndulula. It was the Bidvest Wits defender's first international goal.
There were more chances in the second period, as Ndulula had a shot cleared off the line by Mohamed Konate in the 63rd minute, while at the other end Mustapha Yatabare's header was foiled by the woodwork.
Mohammed Traore should have equalised soon after but he missed a sitter from close range.
Bafana then killed off the game with two late goals in quick succession. Vilakazi camly rounded the keeper to tap home in the 82nd minute before Furman pounced on the rebound three minutes later after his initial volley was saved.
SuperSport United winger Thuso Phala could have made it 4-0 at the death after bursting through the centre but he shot straight at Soumaila Diakite.