According to the Football411 website, the Bafana Bafana skipper only recently returned to Naturena after being afforded extra time off due to his international commitments last month, and says already there is a winning feeling in the squad.
And Khune, who was named Chiefs' Player of the Season last term - just one of many major individual honours he received - is determined to keep the team's success going, having lifted the PSL and Nedbank Cup crowns in 2012/13.
"Here at camp, so far so good," Khune, who was left out of South Africa's COSAFA Cup squad, told his club's official website.
"We are working hard and everybody is determined to contribute to the success of the team.
"The spirit is high, it is clear that everybody is aware that we are heading for a challenging season.
"For me, it is a matter of defending individual and club honours, while at the same time keeping my feet on the ground.
"With the kind of players we have in the team, we are one big family and I am optimistic we will face the challenges that lie ahead."