Sundowns have spent nearly two weeks in Egypt facing Al-Merrikh last week in Cairo before leaving for Alexandra to prepare for their clash against Al Ahly at the Al Salam Stadium.
The Brazilians are currently leading Group A of the CAF Champions League with four points after playing two games.
"Well at the end of the day what is important when you sign up for Sundowns, one of the most important acceptable factors is that you're going to spend a lot of time away from home," Mokwena said.
"The good thing is that we've got a change room full of players that are used to that.
"Also players whose families are very familiar with that because the important part to you being away is the last thing you need is regular phone calls providing disturbances about what is happening back home.
"When you look at where our players are, every day you see smiles on their faces.
"You look in their eyes and there's a sense of relaxation, there is a good sense of anticipating.
"When we build up and get close clearly because of the magnitude of the game you expect anxiety and this level of doubt to rise but with experience and with preparations you then go to space when you try to find a sweet spot between good levels of confidence and a good level of anxiety because those propel performances for even the best athletes.
Mokwena confirmed that his side did their homework in preparation for Saturday's encounter.
"We watched their game last night [on Tuesday], clearly if you look at their line-up you're very sure that the two centre backs, maybe apart from Yasser [Ibrahim] in that back four, he's a predominant starter.
"They could still have a [Amir] Tawfik who I am told is injured but you may never know in football or a [Mohammed] Hany, they've got [Ayman] Ashraf who can play there, they've got that left-back or he can play left centre half in a back three, they've done that quite well and did that a bit just before the Club World Cup and going at the Club World Cup with the same structure. "