Mngqithi's side thrashed Gallants 4-0 in a Betway Premiership encounter last week with a goal apiece from Junior Dion and Isaac Cisse, and a brace from Thokozani Khumalo.
They have enjoyed a solid start to their league season and remain the only team to beat Mamelodi Sundowns.
But heading into Sunday's clash, Mngqithi admits their dream of a place in the cup final will not be realised if his players get ahead of themselves.
He explained on FARPost: "When players start to talk about the final when we have not played the final, that is a problem for me.
"It means now you are getting ahead of yourself, and you will be disappointed if you don’t get there.
"But rather if you give your everything to make sure that you are able to arrive at the final, then you can talk about the final because you are in the final.”
Arrows come into this game on the back of a 3-1 defeat to Orlando Pirates as Gallants last lost 1-0 to Durban City.
"Because some of them have never tasted this thing. Even winning back-to-back matches is something they are not accustomed to,” Mngqithi added. "So, it's very important now to try and clamp down on the big heads that we are starting to see so that they focus on the job at hand."
Mamelodi Sundowns will look to strengthen their challenge for the Betway Premiership crown when they host Golden Arrows at Loftus Versfeld Stadium on Wednesday.
Golden Arrows missed an opportunity to move into the top half of the Betway Premiership on Saturday, while Siwelele beat TS Galaxy, and Orbit College drew with Richards Bay.
The league action heats up this weekend with eight teams fighting for points on different sides of the table, as some target the top eight and others avoid the drop.
The PSL has officially confirmed the dates and venues for the quarter-finals of the Nedbank Cup.
