Mosimane's biggest fear is that the South African club, who have emerged favourites for the title despite coming through the back door, sabotage their own chances by allowing the Egyptians to score an away goal.
"We have had a tendency to give away home goals which we must cut out," Mosimane told reporters in the build-up to the game at the Lucas Moripe Stadium in Atteridgeville, on the outskirts of Pretoria.
"Critcially it is important to score an away goal and to make sure your opponents do not score on your home ground."
Sundowns travel next Wednesday to Egypt for the return match which is being played at the Borg El Arab Stadium in Alexandria on Sunday, 23 October.
We have a chance to write history for ourselves. This is the biggest prize
Mosimane says the team with the stronger mentality will win, despite the South African having the upper hand over Zamalek in both group matches in July.
Sundowns won 2-1 away in Cairo and a late own goal gave them a 1-0 home success a fortnight later.
"We must forget about those two group wins because Zamalek will be much more lifted up now that they are so close to the title," the Sundowns boss added.
Zamalek have won the top club prize in African football five times but their last success was in 2002. Since then they have largely existed in the shadow of arch rivals Al Ahly.
Like Sundowns, their progress to the final has been against expectations.
Sundowns had actually been eliminated before the group stage and were handed a back door pass when AS Vita Club of the Democratic Republic of Congo were disqualified for using an ineligible player in the earlier rounds.
Zamalek have been through three coaches in 2015 with Mohamed Helmi resigning after their last defeat to Sundowns and Moamen Soliman taking over.
But despite the turnover of coaches, they defied convention to hold off Wydad Casablanca in the semi-final and advance to their first final in 14 years.
Zamalek arrived in South Africa on Wednesday with Soliman telling reporters he would quit after just three months in charge if he did not deliver the trophy.
Egyptian clubs have won the competition 14 times to just one for South Africa - achieved 21 years ago when Orlando Pirates won the old-style African Champions Cup.
"We have a chance to write history for ourselves. This is the biggest prize. It has come ahead of our planning but we are close. We are prepared, we've done the miles and beaten the odds," added Mosimane.
Giving up a goal at home would be a calamity for Mamelodi Sundowns, said their coach Pitso Mosimane as they completed preparations to take on Zamalek in Saturday's first leg of the African Champions League final.