Pirates took the lead via Lennox Bacela, only for their Egyptian opponents to strike back before half time. The Buccaneers banished any thoughts of a Zamalek comeback with a dominant second half performance, netting three unanswered goals in the process.
Speaking after the match, De Sa was pleased with the overall performance despite conceding a goal, claiming that his side put together an almost faultless display.
"I was disappointed at giving the goal away. I thought we lost a bit of concentration and those are the areas we've got to improve on. In another match we might not get back so we have got to do away with those mistakes. But I mean, I couldn't ask for more really," De Sa said after the match.
"We are going through a purple patch in Africa. I just hope we can continue.
"It's a tough ask [going away to Zamalek]. I think these guys will be ready for us when we go back there. It is always difficult away from home in Africa. But I think we are mentally strong and I just hope we continue this run of form when we travel.
"Even when we travel I think we are very united and we've got a great bunch of players. The guys just keep fighting and fighting. Four goals, I couldn't have asked for more."
Zamalek's assistant coach Osama Nabih blamed his side's defeat on a lack of key players which did not travel with the team, stating that the side will be far more prepared for the return leg in Egypt.
"Before we started this game, we were talking about Orlando Pirates. They are a good team, an organised team and they got a good result against Al Ahly," Neabih said after the match.
"They played a good game and got a big result against Zamalek. We face many, many problems, and we missed many players before we came. We tried to make a good result, but we didn't do it.
"We tried to do our best to win this game, but we will try to arrange everything before we play [the next game at home]. Like I said, we missed many players before this game and we will try to arrange everything before we play in Egypt."