The South African side will travel to Cairo to face the Egyptian Champions on March 11 at El-Salam stadium, before hosting them a week later.
Malmbo’s side qualified to the round of 32 after beating Reunion’s St. Louisienne 4-3 on aggregate, losing 2-1 away from home then beating their opponents 3-1 at home.
“We have players who have been in the game for some time; players who have faced Al Ahly before – the likes of Daine Klate, Moeneeb Josephs and Sifiso Myeni,” Mlambo told IOL.
“They have been there. They make everyone’s job easier. They have shared their experiences with all of us. It will be a good experience to go to Al Ahly and I am sure whoever will be left behind will be disappointed,” he added.
The 25-year-old has joined Bidvest Wits last summer from Chippa United and has made 11 appearances for them, helping them topping the league table after 19 games.