A 1-1 draw at the Lucas Moripe Stadium on Saturday afternoon meant it was Pitso Mosimane's Al Ahly side who marched on to the semi-finals of the Caf Champions League following a 3-1 aggregate score-line over the two legs.
The one thing Sundowns really needed to give themselves a chance of over-turning the 2-0 first-leg deficit from the match in Cairo last weekend was to keep a clean sheet.
But unfortunately for the hosts that went up in smoke after only 11 minutes when Yasser Ibrahim headed in at the far post, after Amr Al Sulaya had arrived at the near post to flick on Ayman Ashraf's corner kick.
Downs went on to enjoy plenty of ball possession after that as they looked to hit back, but for the most part they failed to threaten the opposition goal.
There was a half chance for Sphelele Mkhulise in the 20th minute, although his shot from 25-yards out never looked likely to test Al Ahly keeper Mohamed El Shenawy.
The home side's efforts did however pay off on the half-hour mark when Mosa Lebusa rose majestically to head in a cross from Aubrey Modiba.
The goal energized Masandawana, but all they had to show for the remainder of the first half was a shot from Themba Zwane which was deflected wide of goal.
At the other end, there wasn't much to do for Sundowns keeper Denis Onyango, bar a shot-cum-cross from Ashraf which he tipped over the bar.
The South African side continued to take the fight to the Egyptians after half time, but found little in the way of any cracks in the opposition defence.
There was a free kick from Modiba which flew over, while substitute Mauricio Affonso injected some more purpose and presence up front and had a couple of efforts blocked.
With 20 minutes to go, the Brazilians thought they'd got their second goal when Shalulile did beautifully to bring down a cross from another substitute, Kermit Erasmus, before volleying the ball into the back of the net. But his effort was not allowed to stand after he was ruled to have handled the ball before shooting, in what seemed a harsh call.
Downs were again close when Lyle Lakay flashed a low angled drive inches wide of the upright and then with seven minutes to play, Affonso played in Gift Motupa, who looked set to score, only for El Shenawy to fly off his line and make a superb save.
Those proved to be Sundowns’ last chances to get back into the game as Al Ahly march towards a second consecutive Champions League crown under Mosimane, and what would be a 10th in total, should they successfully navigate the semi-finals and final.