The Bucs boss also explained that he is happy with the club's technical team, which is led by Milutin 'Micho' Sredojevic.
Pirates mounted a serious challenge for the Absa Premiership title during this past campaign, but they lost the coveted trophy to Mamelodi Sundowns on the last day of the season.
"If we played our game well against Cape Town City, we would be talking a different story now. We are happy with the performance of the team last season," he continued.
"It was his second season at the club and it is not easy to win something because this league is competitive."
The Soweto giants will make an announcement regarding players, who have been transfer-listed for next week.
"There are supposed to be player movements. We will be announcing players who are on transfer next week Tuesday," Khoza said.
Khoza is also keen to see the Buccaneers clinch their second Caf Champions League title, having won their first and only trophy in 1995.
"We are going to the Champions League next season and if you look at any of the teams in the UK that are going to the Uefa Champions League, they will be in the transfer market," he added.
"Teams like Manchester City, Barcelona and Real Madrid are going to the market because they are going to the Champions League to be competitive."