Masandawana beat Ugandan club Kampala Capital City Authority (KCCA) 2-1, taking a slender advantage into the second leg.
After the game a notably frustrated Sundowns coach, Pitso Mosimane bemoaned the goal conceded.
“We played against a very good team, they are organised and they play football,” Mosimane told SuperSport TV.
“They are a good team and we let ourselves down. We should have not allowed their goal. But we still won the game and we will go and fight in Uganda. We have put ourselves in this situation, so we should not complain.
The 52-year-old coach also said that Sundowns did not put in a good performance and believes that some of his players showed their inexperience on the night.
“The boys were a little bit emotional tonight," Mosimane said.
"Their passes were not the right passes. We didn’t play very well, the whole team didn’t play very well. It also showed a little bit the inexperience of Percy (Tau), he’s still young and still needs to get there," he stressed.
In the first half Sundowns had a goal disallowed for an infringement on a KCCA player, but Mosimane was adamant that the goal should have stood.
“I think the goal scored (by Leonardo Castro) was a goal, I don’t think there was a foul there. But it’s okay, we have a team to go there (Uganda) and do well,” Mosimane concluded.