Head coach Miguel Cardoso has already warned his players against complacency, and the challenge has now grown with Stade Malien set to welcome back key players who missed the first leg.
"What's important to understand is that 3-0 is just a result, and football history has lots of comeback stories," Cardoso has said. "If we don't go to Bamako with the right mindset, we are going to have a lot of bad tastes in our mouths."
The first leg in Pretoria saw Sundowns dominate through goals from Khuliso Mudau, Brayan Leon and Iqraam Rayners, putting them firmly in control of the tie. However, Stade Malien coach Mauril Njoya has confirmed his squad will be at full strength for the return leg after previously dealing with injuries and suspensions.
That means Sundowns must now contain a refreshed attack led by Taddeus Nkeng, the club's most dangerous forward and leading scorer in the competition. He will be supported by Ousmane Coulibaly, who caused problems in the first leg, and midfielder Mamadou Traore, a key figure in their build-up play.
Cardoso has also highlighted the physical challenge awaiting his side.
"The Mali game is another dimension," he has said. "The pitch is dry, the temperature is very high, and the rhythm will be slower. That is going to make it difficult for us, but we have experience."
Sundowns, though, travel with their own in-form stars ready. Rayners has continued his scoring run, while Teboho Mokoena offers control and a long-range threat in midfield. Creativity will come from Nuno Santos, who was influential in the first leg.
Despite a few squad absentees, the core of Sundowns' side remains strong, and their recent form in both domestic and continental competitions has been ruthless.
Still, Cardoso's message has been clear: focus only on the task ahead.
"We need to focus on the next match," he has said. "That is the only thing in our minds."
With Stade Malien strengthened and Sundowns determined, the tie remains alive — and Bamako could yet deliver a dramatic twist.