Africa's main club competition match will go ahead on 4 August in South Africa, despite the Egyptians hoping for a postponement due to their players fasting in the month of Ramadan.
"The management received the rejection letter from Caf," the statement read on Al Ahly's official website.
Director of Football at the club Sayed Abdel Hafiz explained why Al Ahly wanted to postpone the game.
"Our players refused to break the fast when they played Zamalek in mid-afternoon last week and are still suffering," Hafiz said.
The club is worried that players won't be fully fit in time for the game against Orlando Pirates. Al Ahly played Zamalek to a 1-1 draw in El-Gouna. The match took place 450 kilometres north of Cairo due to political tensions in the country.
Since the game was completed without a problem, and if the good behaviour of the fans is kept up then Al Ahly will be able to finish their fixtures in the competition without landing in hot water with Caf.
Pirates drew their opening game game against AC Leopards at home, meaning they will now need to defeat the Egyptian clubs to get back into contention of finishing in the top two positions of the group. If successful a place in the semi finals of the Champions League will be up for grabs.