The Nedbank Cup was Mathoho's first piece silverware soon after joining Amakhosi from Bloemfontein Celtic in the 2012/13 season.
However, the lanky centre-back hasn't tasted success with the Glamour Boys in almost three years now, having last won a major trophy in 2015.
Mathoho feels Chiefs have to win this year's Nedbank Cup, but he warned that there's still a long way to go and a lot of obstacles to overcome before they can dream of lifting the trophy.
“Cup games are different. Unlike a league match, only one team progresses to the next round. You [either] win or you go out,” Mathoho told the Amakhosi website.
“It’s the dream of every footballer to play in a cup final. We beat SuperSport United thanks to a goal in extra time from Bernard Parker. It gave me an amazing feeling, it was awesome,” he recalled.
“We haven’t won a cup in nearly three years. So, this has to be ours. There is, however, still a long road to go and we have to treat each game as a final," he said.
On facing Abafana Bes'thende, the 27-year-old defender said Chiefs will have to be at their best to win on the day, simply because Clinton Larsen's men are a difficult team to beat.
“It won’t be an easy game against Arrows. They are a hard team to beat, which means that we will need to come out fighting,” said Mathoho.
Mathoho returned to the Amakhosi starting line-up against Bidvest Wits in the absence of Teenage Hadebe, who was serving his one-match suspension, and he will hope to keep his place for this weekend's encounter.
His coach Steve Komphela has already admitted that it has become extremely difficult for him to decide on his back four now that everyone is available for selection.
"It has become more difficult [to select defenders to start matches]. Tight [Joseph Malongoane] is back and [Kgotso] Moleko is around," Komphela told the media.
"You still have Tower [Mathoho], Ngezana, Teenage, Zulu and Tsepo [Masilela] is coming back," he said.
Amakhosi have dominated this tournament in the past with 13 trophies to their name since 1971.
However, they have won it once since Nedbank took over as sponsors 10 years ago.