City eliminated Chiefs courtesy of new signing Matt Sim's seventh minute goal at Cape Town Stadium on Friday night.
Goalkeeper Walters says his team took their one chance against the Soweto giants.
"You know as a keeper when you are playing Chiefs, Sundowns and Pirates you are gonna have your work cut out for you. You're obviously gonna have to concentrate for 95/96 minutes and all the time. I am just grateful to my defenders and team. And we took our one chance."
Eric Tinkler's men also beat Polokwane City 2-0 at the same venue in their league opener on Tuesday. Walters wants opposing teams to dread making trips to the Mother City.
"Look, we want to make Cape Town a fortress. We want teams that when they know they are coming to play here they know it's gonna be tough for them. The only way we can do that is to obviously get the two victories over the last two games."
In the other quarter-final ties, Platinum Stars will host Chippa United and Bidvest Wits will entertain Orlando Pirates today, while Mamelodi Sundowns will meet Tshwane rivals SuperSport United on Sunday.