Bloemfontein, South Africa:Five-time world champions Brazil open their Confederations Cup defence against Egypt on Monday, aware that any slip-up could cost them dear.
Judging by recent form, Dunga's men are hot favourites although the African champions are renowned for their defensive prowess and have enough depth in their squad to cause some problems.
Brazil faced a gruelling trip here after beating Paraguay 2-1 in World Cup qualifying on Wednesday and have had little time to overcome their fatigue and acclimatise to the chilly South African winter.
In a wake-up call, Dunga reminded his star-studded squad that their season was not yet over and they must retain their focus.
"Brazil must always play to win," he said.
"Even if we're at the end of the season, the players' spirit and mentality out on the pitch must always be focused on winning."
Brazil, who won the last tournament in 2005 by beating Argentina in the final, are without out-of-form Ronaldinho and are also missing Manchester United midfielder Anderson and Chelsea centre-back Alex, who are both injured.
But Dunga still has has plenty of talent to chose from with Manchester City's Robinho leading the frontline along with Sevilla's Luis Fabiano and AC Milan's Alexandre Pato, while Real Madrid's Kaka will anchor the midfield.
Barcelona's Daniel Alves and Bayern Munich's Lucio are their defensive lynchpins.
Lucio, the captain, said their recent World Cup qualifying wins over Paraguay and Uruguay, which cemented their place at the top of the South American table, boded well for their chances here.
"Even though this is a different competition, the two qualifying wins were very important," he said.
"These results put us in the best possible frame of mind for the matches ahead. We're going to fight for the title, that's our goal."
Following their clash with Egypt, the South Americans face CONCACAF winners USA on June 18 before a heavyweight bout with fellow contenders and world champions Italy.
Only the top two teams go through to the semi-finals.
Egypt, who were dealt a blow this week when former Wigan striker Amr Zaki was ruled out with a hamstring injury, are still reeling from losing a World Cup qualifier 3-1 in Algeria last Sunday.
Coach Hassan Shehata warned his shell-shocked squad they must rebuild their confidence, and quickly.
"Egypt cannot afford to fear Brazil in our opener because if we enter the first match with such a feeling, we will remain with the same fear against the other teams," he told reporters.
"We are aware Brazil and Italy are considered favourites in the group while Egypt and the United States are looked upon as outsiders.
"But we are also a big team now and should not be afraid of our opponents. We have managed to win the African Nations Cup six times, including the last two in a row."
"We are not in South Africa for fun."
Shehata will be looking to the key members of his squad, such as goalkeeper Essam al-Hadary, defender Wael Gomaa, midfielder Mohamed Aboutrika and striker Mohamed Zidan, to lead the way.
After Brazil on Monday, they meet Italy in Johannesburg three days later and the United States in Rustenburg a further 72 hours into the tournament.