The midfielder signed a five-year deal with the Brazilians despite also being courted by both Orlando Pirates and Kaizer Chiefs since his departure from KV Oostende in April.
Goal takes a look at the winners and losers of Jali's transfer to the reigning PSL champions.
Winners: Mamelodi Sundowns and Pitso Mosimane
The Tshwane giants again showed why they are regarded as one of the best teams on the continent by again signing a quality midfielder in Jali.
While they still had high-profile players in their current squad, Sundowns saw the need to refresh the team, and with Jali now on board, the eight-time PSL champions are surely going to dominate local football for many years to come.
Pitso Mosimane is also a winner here because he continues to show that he has an eye for talented players around the world. If there's a coach who would make Jali enjoy his football in the PSL, then it is the 53-year-old mentor.
He also worked with Jali at national team level, and he definitely knows how he's going to utilize him to win more trophies both domestically and continentally.
Mosimane's signing of Jali further proves that he's head and shoulders above his peers, because of his ability to persuade the best players to play for him.
Winner: Oupa Manyisa
One player who will definitely benefit from Jali's move to Sundowns is none other Manyisa. Jali and Manyisa formed a solid partnership during their time with Orlando Pirates. It was through their contribution that Bucs won a double treble between 2010 and 2011.
Jali's arrival could help revive Manyisa's career even more, and possibly make a return to the national team squad in the new future.
Manyisa and Jali understand each other better, and if Mosimane wants to get the best out of either player, he should partner them in central midfield and see if the chemistry is still there.
While Manyisa enjoyed his football alongside Hlompho Kekana and Tiyani Mabunda in his first season with Sundowns, he still hasn't rediscovered the same form that made him a household name a few years ago.
Losers: Kaizer Chiefs
If there's any team that needed Jali the most then it was Kaizer Chiefs, but they again failed in their attempt to lure one of South Africa's best midfielders to Naturena.
With Willard Katsande already on the wrong side of 30, it would have made perfect sense for Amakhosi to sign Jali, who offers some different to what the Zimbabwean can offer.
Jali can do the dirty job and be offensive at the same time, and any coach would love to him in their team.
Perhaps the fact that Chiefs don't have a coach cost them the Jali deal, and they might live to regret this, especially if the former Bucs midfielder becomes a hit at Sundowns.
Losers: Orlando Pirates
Jali joins a growing list of players who left Pirates for Europe only to return to South Africa to sign for other teams.
Pirates have experienced midfielders in their team, and maybe they wouldn't be complaining much given that Musa Nyatama and Xola Mlambo have began to understand each other better.
However, this was their opportunity to send a strong message to their rivals by at least acquiring the services of Jali, more so because they will be expected to win trophies next season.
It's an opportunity missed for Micho Sredojevic, and he will have to look elsewhere to ensure that his team improves from last season's promising campaign.
Loser: Lucky Mohomi
Mohomi's career was beginning to take off when he joined Sundowns from Free State Stars two seasons ago, but the hype died down due to his limited game time at Chloorkop.
The arrival of Manyisa coupled with Hlompho Kekana and Tiyani Mabunda's unbreakable partnership saw him fall further down the pecking order.
Now with the addition of Jali, this means Mohomi could again be used sparingly. Jali is not going to make it difficult for Mohomi to play regular football at Sundowns, but he's possibly going to take the No.15 jersey at the club too.