Mokwena's side suffered a 2-1 defeat to Al Hilal Omdurman in Kigali during their opening game before they dropped more points following a goalless draw against Sundowns in their second match.
A 1-0 defeat to Saint-Eloi Lupopo further complicated matters for MC Alger, but the Algerian giants registered their first win after a 2-0 home victory over the outfit from DR Congo.
A 2-1 victory over Al Hilal boosted their qualification chances, but the dream was later shattered with the away loss to Sundowns.
Mokwena acknowledged that a poor start is the reason why MC Alger failed to reach the last eight.
“We didn’t get knocked out today [Saturday]. If you review our participation, the turning point was far away in Rwanda against Al Hilal. We conceded first, fought back to 1-1, and then lost it 2-1 in the final 15 minutes. In this competition, securing a point away from home is vital," the former Wydad Casablanca tactician said.