Bhengu joined SuperSport on a three-year deal at the beginning of last season from Thanda Royal Zulu after topping the NFD scoring charts with 22 goals.
However, the ex-South Africa youth international was largely restricted to playing in the MultiChoice Diski Challenge in 2015/16.
Bhengu looked to be on his way out of Tshwane as Golden Arrows and Royal Eagles also showed interest in his abilities, but Mthethwa says Baxter has offered words of encouragement to his client.
"Stuart Baxter has told him he is going with him to Spain for a pre-season camp because he has improved," Mthethwa tells KickOff.com.
"He said the club is aiming for the league title next season and if they win the league or finish second they will obviously play in the CAF Champions League so he can't go.
"He turned down Highlands Park. But you never know what will happen... it is still early and let's see because he's left with two years."