GALLERY: Past weekend in pictures
Amakhosi ended the 2011/12 campaign without a trophy and fifth on the PSL table with 50 points - eight behind back-to-back champions and fierce rivals Orlando Pirates.
Khuse, who has since relinquished control to Stuart Baxter, concedes more is expected of the self-styled Glamour Boys.
"We struggled a lot this season and yes, it hurts to finish a season without a trophy," Khuse told the Sowetan.
"We are not used to not winning, but we've taken it as a team. And I believe that with everybody on board, we'll bounce back."
It is the first time in a decade that Chiefs failed to win any silverware.