The 22-year-old striker joined the Egyptian side from Austrian Bundesliga outfit Rapid Vienna as the club's marquee signing in a reported €2-million (R40m) transfer during the January transfer window.
And after featuring against the likes of Zamalek, Al Hilal, Etoile Du Sahel and Pyramids since his arrival in North Africa, he claims the South African outfit has been the toughest encounter thus far.
Speaking to Egyptian news outlet On-Time Sport, the towering Senegalese striker opened up about life at the Club of the Century and the biggest challenges since his arrival.
"I was told that Al-Ahly had not defeated Pyramids, it was a tough game, but the Sundowns match was the most difficult, technically and physically," Badji admitted.
"We attended the Sundowns match with a full-strength squad and I was ready to participate. It is a shame that Al Ahly lost twice to Sundowns because we are the best in Africa.
"I learned of Al-Ahly's loss against Sundowns with five goals, and everyone had a determination and determination to erase the effects of last year's defeat."
Badji featured in both legs in the 3-1 aggregate win over Masadawana as the Red Devils booked a place in the Champions League semi-final against Wydad Casablanca.