The CAF Champions League and Afcon winner is regarded by many as the best winger ever to be produced by South Africa.
"I would say that was because of my complexion, I think that was the root cause," Mkhalele tells KickOff.
"But it became more popular when we were playing in the Four Nations Cup.
"By then in 1994 they used to invite countries to celebrate Nelson Mandela's inauguration, which was an annual event.
"We had Egypt, Zimbabwe and I forget who else.
"We went to play in Mmabatho with the game played at night. The match was scheduled to start at 20:00, but it couldn't because of rain.
"It started raining heavily just before kick-off, then the game was delayed by maybe two hours, but it started very late.
"But when it finally started I was mesmerising the Egyptians and in the first minute, I scored the first goal. Then created the second for Shaun Bartlett.
"So in that game, because it was dark and after we finished playing the match late Sizwe Motaung and bra Sbu Mseleku, may their souls rest in peace, both referred to me as "Midknight Express".
"The next day when I opened the newspaper and came across being referred to as 'Midnight Express'.
"That's my trademark now, thanks to Sizwe and Sbu, supported by Mdokies."