Sundowns relinquished their league title and lost to Bidvest Wits in the MTN8 final in 2016/17.
However, Mosimane's side, who completed the domestic double in 2015/16, impressed on the continent and raised the club's profile by participating at the FIFA Club World Cup in Japan.
Downs recently reasserted their pedigree with a 3-1 win at Congolese giants AS Vita in the group stages of this year's Champions League.
"You ask me next year 'do you want to win the Champions League and Super Cup, and go to the FIFA Club World Cup?' My answer is yes. And then we do what happened local [going without a trophy], I don't mind," said Mosimane.
"I want to win the grand slams. It's okay, we don't win everything. How can it be a bad season when you just won the CAF Champions League and the Super Cup?
"We went to the final [of the MTN8] and you are second on the log table and qualify for the Champions League four years in a row. Who does that? Who does that? No one. It's not easy.
"They [the fans] understand. We went to Zambia with them, we went to Zimbabwe with them, we went to Egypt with them, we went to Japan with them, I mean really. They [fans] know man. Life has been good. So it's very good and I'm humbled," concluded the 2016 CAF Coach of the Year.
The Brazilians next host Tunisia's Esperance in the Champions League at Lucas Moripe Stadium on Friday.