Another morale boost for the "White Knights" ahead of the return match is that no South African club has beaten Egyptian rivals in a final.
Zamalek of Egypt can draw comfort from the past as they seek to overturn a 3-0 deficit on Sunday in the second leg of the CAF Champions League final against Mamelodi Sundowns.
Canon Yaounde (Cameroon), Mouloudia Alger (Algeria) and Asante Kotoko (Ghana) faced similar dire circumstances to the Cairo club in previous finals and only the latter did not finish overall winners.
Another morale boost for the "White Knights" ahead of the return match at the 86,000-seat Borg El Arab stadium in Alexandria is that no South African club has beaten Egyptian rivals in a final.
Sundowns fell to Al Ahly in their only previous appearance 15 years ago and the same Cairo club defeated Orlando Pirates in the 2013 final.
But Sundowns have had the measure of Zamalek this season, also beating them 1-0 at home and 2-1 away during the group phase.
"We need a miracle to win the trophy," admitted coach Moamen Soliman this week after watching his mix of Egyptian and Nigerian stars outplayed in Pretoria last weekend.
"But we won by four goals at home to Wydad Casablanca in the semi-finals and lost by three goals in Morocco so nothing is impossible.
"Sundowns have fantastic players who are strong and fast. We have to be stronger and faster than them.
"We have to give everything, attack relentlessly and not think too much about Sundowns."
Outspoken Zamalek club chairman Mortada Mansour expects much more from his team in a return match expected to be watched by a crowd restricted to 40,000 for security reasons.
"Some of our players in Pretoria did not deserve to wear the Zamalek shirt. I will not name them -- they know who they are," said he thundered.
Goalkeeper Ahmed El Shenawy and veteran midfielder Shikabala -- real name Mahmoud Abdel Razek Fadlallah -- have unhappy first-leg memories.
El Shenawy allowed a Tebogo Langerman cross to dip behind him into the net for the second Sundowns goal.
And captain Shikabala was largely anonymous on the left flank until replaced 10 minutes into the second half with Zamalek three goals behind.
Should Soliman axe El Shenawy, Mahmoud "Genesh" Abdel Rahim will start and the coach hopes long-term casualty Ali Fathy is fit to fill the troublesome left-back position.
With $1.5 million (1.38 million euros) and a place at the FIFA Club World Cup in Japan going to the overall winners, Sundowns coach Pitso Mosimane is taking nothing for granted.
The South Africans complained to the competition organisers soon after arriving in Egypt when a request for a change of training venue was rejected.
"There will be hostility from Zamalek supporters, but we are ready for anything," said the former striker hoping to become the first South African coach of a Champions League-winning side.
"A lot of people say Sundowns have already won the trophy but we have to remember that our opponents scored four goals at home in the semi-finals.
"It would be foolish to consider ourselves champions ahead of the return match. We do have an advantage, but there is a big hurdle to clear on Sunday night.
"We know Zamalek will attack from the kick-off, but that will create opportunities for us to catch them on the break with our speed."
Mosimane must make at least one change to the first-leg starting side with Ivorian colossus Bangaly Soumahoro set to replace suspended centre-back Wayne Arendse.
Sundowns hope to become the first club eliminated during a CAF club competition to win it.
After beating the South Africans in a qualifier, V Club of the Democratic Republic of Congo were banned, allowing their opponents back in.
When then Libyan strongman Moamer Kadhafi barred Al Ahly Tripoli from playing an Egyptian club in the 1984 African Cup Winners Cup final for political reasons, beaten semi-finalists Canon Yaounde got a second chance -- which they failed to take.