Khune also maintained that the hosts can go all the way in the Africa Cup of Nations.
South Africa held Algeria to a goalless draw in a tame warm-up clash in Soweto on Saturday evening, as Bafana continued to flounder on attack, but the shot stopper was confident they would find their groove up front.
"We stand a very good chance in the tournament," Khune said.
"We must just start converting the many chances that we create.
"I believe we have great players that can deliver and there is no reason why we shouldn't do well.
"This is a new generation of players who are hungry for success and we have a strong belief in us that we can go all the way."
'Unity is strength'
Bafana open the tournament against Cape Verde on January 19, and Khune said the backing of the host nation was crucial if they were expected to lift the continental trophy for the first time since 1996.
"I would like [to] thank [the fans] for their continued support and urge them to continue to be behind the national team. Unity is strength," he said.
"With their support we can do very well and go far. They just need to exercise some patience as results are mixed at the moment, but we will get back to our winning ways."
Khune and midfielder Kagisho Dikgacoi earned their 50th caps for the national team against Algeria, and Bafana's last man in defence was delighted to reach the milestone.
"It's a great feeling knowing I have served my country for close to six years. It's an indescribable feeling as I never thought I would reach this far.
"As a youngster, my dream was to play for my country. It was not an easy ride because this country is blessed with great goalkeepers, but I have somehow managed to achieve my goal." – Sapa