The Buccaneers hold a slender 1-0 advantage going into the second leg of their CAF Confederation Cup semi-final in Cairo, and an away-goal will swing the tie firmly in their favour.
But Tinkler, whose side were thumped 4-1 by Zamalek in their final group match, says they need to be careful in Egypt.
“Against Zamalek we went there to try and win the group and we took too much risk and we were punished. That's the lesson,” Tinkler explains.
“Now we are going there with a 1-0 lead. Yes, we need to go there and look for that away-goal but you must keep the back door closed, that's very important.”
Tinkler believes not conceding at home also gives them an advantage, unlike in 2013 when they drew 1-1 in first leg of the Champions League Final.
“It was important for us to have a good result at home, keep a clean sheet and that's what we achieved. But the job is half done now and I keep reiterating to the players that it will be a tough experience,” he adds.
“We are playing a very good team, we have to be extremely resolute, extremely disciplined but at the same time we can't be sitting in front of our box just trying to defend the result.
“We need to go and look for that away-goal. If we can get that, obviously the tie falls into our hands.”
The Pirates squad touched down in Cairo earlier today and after a two-hour bus drive, they have settled in at the upmarket Movenpick Hotel. Kick-off against Al Ahly is at 20h30 on Sunday night.