Afonso is struggling to justify his £12m move from Dutch side Heerenveen in January.
Mido believes the Brazilian striker still needs time to adjust.
"Afonso was a little bit surprised in the Sheffield United game when he saw how physical the defenders are," Mido said on Tuesday.
"After the game we were speaking and I said to him that in this country you face that in every game," he was quoted as saying by The Evening Gazette.
"For me it isn't a problem because I know about it.
"Players like John Terry, Rio Ferdinand and Kolo Toure at Arsenal are all tough, but if I fight any of these defenders in the street I will take them."
Mido had a successful spell with Dutch giants Ajax and said the pace of the game there is totally different from England.
"I don't want to underestimate the Dutch league, it's a very good league for young lads who are talents and coming up and I’ve played there myself," he said.
Fighting Relegation
"I was lucky enough to play for a massive club like Ajax and win trophies but the pace is a lot faster here and the defenders are tougher," Mido added.
Middlesbrough would need both Afonso and Mido to start getting goals soon as they try to escape relegation troubles.
The Merseysiders are 12th in the table, just nine points ahead of second-from-bottom club Fulham.
But the 25-year-old star is in no doubt over his side's capability to be in the top flight next season.
"If you look at the league now there are at least eight teams who you can say are in trouble," Mido said.
"We are still in trouble. We aren’t out of it yet as everyone can see.
"But I think with the quality we have here and with the spirit we have in the dressing room, we will do well."