The New Zealander won the Nedbank Cup twice and the MTN8 with former club SuperSport United.
Brockie than added the Absa Premiership title to his collection with Sundowns last term, having joined the Brazilians midway through 2017/18 from Tshwane rivals SuperSport.
The 31-year-old, who with Matsatsantsa lost the 2016 TKO final to Cape Town City, will look to go all the way this time with Pitso Mosimane's side.
Mosimane's men will host Bloemfontein Celtic in the last-16 of the event at Lucas Moripe Stadium on Saturday.
"Personally it'll be nice to take that one," Brockie said.
"And as a team we always want to win as many trophies that are up for grabs.
"It's not going to be easy, they've started off the season well. They held us to a draw the other week [on October 3 in the league] and they had a few chances themselves.
"So we just have to take one game at a time and hopefully at the end of the Telkom Knockout we can lift the trophy."
Brockie is yet to score since joining Sundowns in January. In contrast he bagged 54 goals in a three-year spell for SuperSport - three goals shy of the club record held by the late Abram Raselemane.
"It's a little bit of everything," explained Brockie when asked about his goal drought.
"The longer you sort of go without scoring the more you try a little bit too hard to score and then that is when things don't go well for you.
"You get into positions, you get a little bit tense. So it's all about going back to the training pitch, working harder on the training pitch, and getting that feel of hitting the back of the net at training.
"Then, when I get an opportunity, try make the most of it. But we've got a very good squad at Sundowns, lots of competition. I will have to wait for my chance."