The Men's Olympic football team are set to kick-off their campaign against hosts Brazil on Thursday evening, with kick-off scheduled for 21h00 (SA time).
Khune, who has joined Owen Da Gama's side as one of the overage players, says though he doesn't know much about the home team, South Africa need to go out focus on their own game.
"To be quite honest I don't know much about their under-23 team," Khune told reporters in Brazil. "But we are expecting a good team.
"We only know the players who play for big clubs like Marquinhos, who plays for Paris Saint-Germain, and Nerymar. The other's I have no ide about.
"Nonetheless, It's our duty to go into tomorrow's match and play our own game and not worry ourselves too much about Brazil."
The experienced 29-year-old shotstopper adds that pressure will be on The Selecao in front of their home supporters, and believes a win or a draw is possible.
"We know they have a very good squad, they are the hosts and a lot is expected from them, as much as a lot is expected from us back home," he adds.
"So we aren't here to add numbers but to earn our respect. We'd like to go as far as we can. We are here to win our matches.
"Obviously every team that is here want to get out of the group stage, and we are no different. We are definitely going for three points, but if not then we'll settle for one.
"In that case we will be looking at winning the other two games and hopefully finish the group on seven points."