Orlando Pirates conceded another penalty against Zamalek during their Caf Champions League loss, which is their fourth penalty in three away games.
"It's quite sad, every team talk we give we talk about conceding a penalty," De Sa told the press at OR Tambo airport.
"You don't touch them in the box because they're looking for it (penalties).
"I don't know how many penalties are awarded in these competitions, and this time Senzo Meyiwa (Pirates goalkeeper) didn't save it."
Pirates’ loss means Al Ahly have joined the Buccaneers on seven points from four games, but Roger de Sa’s side hold an advantage in goal difference.
The coach blamed the excessive heat in El Gouna as another reason behind his team’s lacklustre performance.
"There were difficult conditions with the heat, that was the downside for us," he said.
"Perhaps in hindsight, we might have spent too much time in the heat and was one of the factors why we were so flat. The more time you spend in 40 degrees the more lethargic you become."
Pirates next face AC Leopards on September the 15th, with the match set to be played in the Congo.