The clubs will contest tournament honours in Sousse, Tunisia on Sunday, having drawn 1-1 in a heated first leg at Orlando Stadium last weekend.
Mkhalele, who contributed to Pirates' 1995 Champions League triumph, suspects the North Africans may pressure the officials and test the discipline of Eric Tinkler's charges at the Olympic Stadium.
"Once you fall into their trap of how they do and start to debate with them, then you will lose the momentum you had when you are trying to win the game. You just have to focus on your game," Mkhalele tells snl24.com/kickoff.
"My message to them, they just have to focus on their game-plan and when players are acting you just have to ignore them."
Mkhalele believes the CAF tie could go either way on the weekend.
"It is 50/50 and Etoile managed to score away from home so I don't think Pirates can fail to score if those guys managed to score here," Mkhalele says.
"Anything is possible and I can only say it's 50/50. But also on our campaign during that time we did experience the game's dynamics of play-acting but they need to focus on their game and also on their game-plan, on what they want to do.
"Forget how these guys behave in their backyards because once you focus on how they behave, then you are bound to lose focus and it will affect you negatively," Mkhalele insists.