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The clash will take place at the Cairo International Stadium in Egypt on Sunday, 5 June.
The South Africans have set up camp at the Royal Marang Sports Complex in Phokeng/Rustenburg.
The players were taken through their paces in the gymnasium in the morning on Tuesday.
Striker Lehlohonolo Majoro has joined the squad as replacement for Kermit Erasmus who was withdrawn from the team as he will be attending trials in Europe.
England-based striker Davide Somma was expected to arrive in camp on Tuesday evening.
Bafana defeated Egypt 1-0 in their first leg clash at the Ellis Park Stadium in April, but goalkeeper Wayne Sandilands knows it will be a difficult match in Cairo.
Sandilands earned his first Bafana Bafana cap in the international friendly match against Tanzania almost two weeks ago.
"It was a great honour to play in that match, and I am now looking forward to working even harder to get another chance," said Sandilands.
"This upcoming match is a daunting task for any team because it is very difficult to beat Egypt in their backyard, but it is not impossible.
"To come back with a positive result we have to believe in ourselves and give more than one hundred percent.
"The good thing is that we have played them before so we know what to do.
"In 2008 I went to Cairo in the CAF Champions League competition with Platinum Stars where we played against Al Ahly and lost 2-0, so I know what to expect.
We just have to focus on the task and mission at hand," said Sandilands.
Striker Bernard Parker was equally optimistic that as a team, Bafana Bafana is confident of returning home victorious.
"As one of the senior players in the team I have to guide the youngsters because away games are not very easy. But we did well against Tanzania and I believe we can continue from where we left off," said Parker.
"The difference here is that Egypt will be desperate for victory because any other result will not be in their favour.
"We have been together for a long time as a team and we now know each other, and that should be an advantage to us.
"A win against the Pharaohs will make our confidence to sky rocket and bring us even closer to qualification.
"The first match was very difficult and we're not expecting things to be any different but we are optimistic."
