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Khune, who pulled off numerous saves to deny the Egyptians during their 2012 African Cup of Nations qualifying draw on Sunday, says South Africa must be proud of the national team, who moved to eight points on top of Group G and are on the verge of qualifying for next year's tournament in Gabon and Equatorial Guinea.
"We are getting better and better as a team," Khune told Football365.co.za.
"I feel great because of this team and the fact that we didn't concede a goal yet again.
"We haven't conceded a goal in four matches of the qualifiers, that's a good record for us and that speaks volumes in my opinion.
"I will love to give credit to the whole team, because this is team effort. I really feel great and I think this is a very, very good result for us away from home.
"We showed character to fight until the end and for me it was easy to settle in that hostile environment because I have played in derby games and cup finals.
"I communicated very well with my back four and just looking at the whole team I think this is a team the nation has to be proud of.
"We are definitely getting better as a team and I just hope in the next games we are going to continue fighting for each other like the way we did against Egypt."
Khune's team-mate at club and international level, Reneilwe Letsholonyane, echoed his views.
"I think the one thing that has been working for us is that we play as a team," Letsholonyane added.
"Our strikers track back to help out if you notice, that's teamwork."
