The two teams will be looking are in line to win their second cup titles in their history ahead of the encounter on Sunday, with both having lost their respective league matches on Wednesday.
"It's a very tough assignment," said Mngqithi at the pre-match press conference on Thursday.
"If there is any game, I don't like in football is back-to-back matches, they always tend to give indifferent results.
"We are playing against a very good team, they may have not done well in their last two matches in the province, but they are still a very formidable team that has a lot of good things that they do."
The two teams met last Sunday in a one-sided Betway Premiership clash with Arrows hammering the visitors 4-0 at the King Good Zwelithini Stadium in Durban.
"In my opinion, [Gallants] probably ranked three or four amongst the well-coached teams in the league, yes, they have shortcomings here and there, but I rate them very highly and am expecting a completely different game from the game that we played last week."
Kick-off is at 15h00.