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The Amakhosi legends were handed the reins following the recent dismissal of Vladimir Vermezovic.
"We can't say much at the moment, we have been with the coaches for three weeks now and we understand their philosophy," Khune told the PSL's official website.
"Most of the time we tend to talk, but not put into action what we say. It's time that we start producing results.
"They have installed a lot of confidence in the players. Not saying the previous coaches didn't, but each coach has their own style and they have enabled us to express ourselves and that has made a huge difference."
Chiefs next face title rivals SuperSport United at FNB Stadium on Saturday, with Khune determined to snap a three-game losing streak.
"We as players still strongly believe that we are not out of the race, as you know it is only a seven-point difference that separates us," he said. "We can turn things around because we only need to take things one game at a time starting Saturday night with SuperSport United this weekend.
"If we win that game people will start believing in us and things will change. People must understand that we are still in a transition process and things will fall into place," concluded the Bafana Bafana number one.
