Pirates jetted off to Zambia on Tuesday where they have lined up a clash with Congolese giants TP Mazembe among other friendly assignments.
Sundowns also did ground work in Africa prior to their continental triumph in 2016, when Mokoena was still at the club assisting head coach Pitso Mosimane.
Mokoena is now aiding Buccaneers head coach Milutin 'Micho' Sredojevic, with the pair steering the Soweto giants to a runners-up finish in the league last term in their first season together at Mayfair.
Sredojevic is in his second spell with Pirates, having been at the helm when the 1995 kings of Africa reached the Champions League semi-finals in 2006 where they lost to Tunisian outfit CS Sfaxien.
"It's part of our preparation for the Champions League. We are embarking on this for the first time as Pirates to go outside of the country for our pre-season camp," Mokwena said.
"I think it is indicative of our intention with regards to what we want to do on the African continent this season.
"Remember Pirates have won the Champions League in '95 and the chairman [Irvin Khoza] is still the same chairman. So our chairman's got extensive knowledge and experience on the continent as a football administrator and also as a football leader.
"I think he's the one that drives and directs the ship. He's the one that will assist us with his wealth of knowledge and his experiences on Africa will come extremely handy."
Meanwhile, Mokwena, the nephew of Pirates legend and Jomo Cosmos boss Jomo Sono, says he is enjoying his time at Mayfair.
"I'm very happy, very happy," says Mokwena when asked about his role under Micho.