Stellenbosch were grouped with last season's Caf Confederation Cup quarter-finalists Stade Malien, RSB Berkane, and Desportivo Lunda-Sul.
The debutants gave a good account of themselves at the March 26 Stadium in Bamako on Wednesday evening.
However, they were undone by Haman Mandjan's 15th-minute effort that was deflected past Bafana Bafana goalkeeper Sage Stephens to make it 1-0.
In the final minute of the game, Devon Titus committed a needless challenge in the danger zone and Daouda Coulibaly rose for the occasion, sending new Bafana Bafana goalkeeper Sage Stephens the wrong way for a 2-0 win.