Chiefs are at home to Bloemfontein Celtic in the second of the MTN8 Cup semi-finals on Saturday, having played to 1-1 draw in the first leg.
Khune says retaining the trophy they won under Stuart Baxter last year would set a perfect tone for the season ahead.
"It's very important that we take this MTN8 very seriously," he says. "By winning it it will send a tone to the rest of the PSL teams that we mean business this season.
“There's three more which we also want, but we don't want to put ourselves under unnecessary pressure. We will give our best in every tournament we take part in."
Khune laments the short pre-season the team had before the start of the 2015/16 season.
"Before we used to have tournaments that would make the team prepare for the new season, but now we don't have them anymore.
"We used to have the likes of Vodacom Challenge where you would see how ready the team is to compete, but now the club had to go and play one tournament in Swaziland
“It’s very sad that we don't get those tournaments before the season starts.”
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