Gallants take on the DStv Premiership champions in the Nedbank Cup final on Saturday.
Both Mokwena and Mngqithi and have been nominated for the end-of-season award, along with Royal AM head coach John Maduka and Cape Town City boss Eric Tinkler.
Malesela said on iDiski Times: "This thing of Coach of Season, sometimes for me it bothers [me]. You win the league, somebody becomes the runner-up and then they become the Coach of the [Season], I don't understand.
"I think you should give it straight to the winners of the league. It's the biggest challenge in a season.
"If those people or that person can handle that then why not, let them be the Coach of the Season, let him be the Coach of the Season.
"For us to say 'Dan Malesela tried so we give him', I don't think it's fair."
