The Dockers are gearing up for just their fifth finals campaign in 19 seasons and Mzungu said the group was ready to accept the challenge of being one of the teams to beat.
"There's going to be that pressure and teams are going to be hunting us," Mzungu said.
"It's good, I don't mind having that target on our back. We'll embrace it and look forward to the challenge."
There is still a possibility that Freo could finish top-two if the Brisbane Lions can upset Geelong at Simonds Stadium and the Dockers beat St Kilda on Saturday.
But Mzungu said the team's focus was firmly on the task at hand.
"Everywhere you go, people are talking finals but I suppose the strength of the group is focussing on what's important," Mzungu said.
"And what's important this week is St Kilda. So we'll concentrate and stay focussed on what's important."
The Dockers are on a five-match winning streak but do have some injury concerns.
Michael Walters (knee soreness) and Nick Suban (hamstring tightness) have been ruled out this week and will face a task to be fit for the first qualifying final.
Aaron Sandilands is likely to return this week from a fractured cheekbone he suffered in the round 21 win over Melbourne.
Garrick Ibbotson has not played since round 18 due to Achilles soreness and Clancee Pearce has missed the past three weeks with a calf issue.
Both are still striving to be included this week.
Luke McPharlin has been ruled out for an eighth consecutive week having not recovered sufficiently from the calf tear he suffered in round 15.
Mzungu said it was not the ideal preparation for the team ahead of September.
"It's obviously not ideal having any injuries," Mzungu said.
"But I think they're all are pretty short-term injuries.
"Luke has been out long-term but they should all be back around finals time so that’s a positive for the group but obviously we don't want any more coming into finals."
