Chiefs recently agreed to re-hire Khune - after contract talks initially strained their relationship - following the expiry of his deal at the end of June.
However, Komphela was impressed with keeper Reyaad Pieterse's performance in the Carling Black Label Cup defeat to arch-rivals Orlando Pirates at FNB Stadium on Saturday.
Fellow gloveman Brilliant Khuzwayo missed the annual pre-season contest after breaking two fingers in training.
"Khune is back and we welcome him back," Komphela told the club's website. "No-one will walk straight into the starting lineup. What message will I be sending to the other players if Khune walks straight into the starting line-up? Pieterse played a blinder."
Meanwhile, Komphela is boosted by the availability of centre-back Mathoho, who had surgery on his foot in the off-season.
"Mathoho is out of the injury list, just left with match fitness," the former Maritzburg United boss said.
Lucky Baloyi, Morgan Gould, Siphiwe Mtsweni and new signing Daniel Cardoso remain on the sidelines with their respective knocks.
Amakhosi will start their MTN8 defence against the Team of Choice at Soccer City on Wednesday.
The Absa Premiership champions will visit Chippa United four days later in their League opener.