Chiefs last lifted a trophy five years, while Pirates have not won any silverware for six years.
“Be careful this weekend, hey! It’s the last trophy left and you might not even get the league. So it may be another year without a trophy,” Mosimane said without mentioning names, as quoted by The Sowetan.
“At least me and Kaitano (Tembo), the Tshwane people, have got something. Other people can’t talk.”
Sundowns will face SuperSport in the Nedbank Cup last-32 clash at Loftus Versfeld Stadium on Saturday evening and Mosimane is expecting a tough encounter against his city rivals.
“United are cup specialists. When you go up against them in cups you can never be sure of the results,” commented Mosimane.
“They eliminated us from the MTN8. We do well against them in the league but when it comes to the cup I don’t know what happens. I think they are the favourites.”