The Zebras were drawn alongside Ghana plus Guinea and Mali in Group D of Equatorial Guinea and Gabon 2012.
"We have confidence because when we started [qualifying] we were underdogs, just like we are now," Tshosane said.
Botswana sailed through Group K of the preliminary competition, beating teams like Tunisia and Togo on the way.
The coach said the secret to their qualification campaign had been good preparation and he planned to continue the same way at the tournament.
The Botswana Football Association (BFA) says it will asking the country's government to back the team financially for their campaign.
"We have some financial problems but our government is helping us," the BFA's vice-president Dintle Mphele told the BBC.
"They are giving us some money to go through this. They have been helping us with the preparations ever since we started and they are not about to stop assisting us."
Botswana's opening game is against Ghana in Franceville on 24 January, followed by a game against Guinea, also in Franceville.
They close their group campaign with a match against Mali in the Gabon capital of Libreville.