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The two sides meet in a National First Division match at Vaal University of Technology's Izak Steyl Stadium at 3pm.
Leopards boss David Thidiela is still hopeful the Limpopo outfit will win the league this season, and will take heart from the fact that they created scoring chances against Arrows.
"The first games of the season are always difficult, look at what happened to Manchester United. We have a new coach [Sean Connor] and signed a number of new players during the off-season.
"We did not deserve to lose, the team created a lot of scoring opportunities but the problem was converting them.
"As for Cosmos, we expect a tough game because they have also reinforced the team with some excellent players like Lynch Pule and Ralph Matema during the off-season.
"We are going there for a win," Thidiela said.
Cosmos have warned Leopards to brace themselves for "the mother of all battles".
Team manager Bamuza Sono said: "First impressions last longer. It's our first game at Izak Steyl Stadium so we have to impress the locals to keep [them] coming to watch our home games.
"We are fired up for our first win after playing to a goalless draw with Highlands Park last weekend.
"That was a tough game, we did not know what to expect since they are a newly promoted club."