The Brazilians lost their place at the summit on Saturday after Orlando Pirates thrashed arch-rivals Kaizer Chiefs 3-0 in a pulsating Soweto Derby at FNB Stadium.
Downs have already beaten Babina Noko away from home earlier this season, and Zwane is demanding a repeat performance.
"They've been doing well, and obviously we are not expecting an easy game. We know ourselves, and we know that we are going to bring our A-game, and when we do that we win the game all the time.
"We know very well how we are going to approach the game and what to expect from Sekhukhune."
Sundowns struck late in the 2-0 victory at the Peter Mokaba Stadium last month, and Zwane urged his teammates to be more efficient early on this time around.
The Bafana Bafana midfielder insisted that they were not paying too much attention to title rivals with results changing every week.
"We are focusing on ourselves and we are taking each game at a time. To the Yellow Nation, all I'm asking is that you keep on supporting us and keep on giving us that energy."
The skipper also shared a few words on the recent partnership between Sundowns and Global Soccer Schools International, where he was in attendance on Friday.
"It was a great thing for the kids because development is very important for the young ones you know. I'd like to thank the chairman for the invite and what they did yesterday because it was amazing."