The match at the Moses Mabhida Stadium in Durban represents a chance for both sides to end several barren years without a trophy.
Big spending Sundowns last won silverware in the 2007/08 campaign when they claimed the Nedbank Cup, while Celtic’s last trophy was the 2005 SAA Supa8.
The Brazilians have been poor in the league this season, but can find redemption with a final win in Durban.
“Celtic have had a better season than us, so maybe they are favourites,” goalkeeper Wayne Sandilands says. "It is a privilege to play for a club like Sundowns. We would like to leave a legacy.”
Sandilands adds that the pressure of Saturday’s occasion will not leave his side overwhelmed.
“Every game at Sundowns is a cup final. We are just focusing on the game, stats and history do not play any role.”
Veteran midfielder Surprise Moriri says the players are eager to repay the faith that owner Patrice Motsepe has shown in them and the club.
“Our chairman deserves something in return for the money he is pumping into the team. We have been unfortunate in the past seasons but we are working hard to turn things around," Moriri says.
The debate over whether striker Richard Henyekane should be retained after his winner against the selfsame Celtic in the league on Sunday has been one of the key discussion points this week.
"If I get a chance on Saturday, then I will grab it with both hands. I scored a goal last week and I am hoping to score more on Saturday,” Henyekane says.