The first shot on target was by right back Bandile Shandu. Sundowns found their feet in the second half.
Prolific striker Peter Shalulile scored the two winning goals.
“I think we started very nervy from the kick-off,” Davids admitted to SuperSport TV.
“Really put us off our organisational structure against the ball, not being able to put pressure on the ball. After those opening 15 minutes, we settled, and we were really good.
“We had the best opportunities to score. The man-of-the-match award really has to go to Denis Onyango and that shows you the big, big chances we had today.
“I think the big, big difference today was Sundowns taking their two chances.
“It’s a huge lesson for our players. When you play so well when you dominate with the ball and without the ball.
“Especially creating those moments you’ve got to be more clinical. That’s a little bit of the thinking of our players.
“When it seems like you’re in the ascendancy, one moment, one lapse in concentration and you’re 1-0 down.
“Really disappointed for the players. The hard work they put in. In terms of our build-up and how we were able to get in behind their defensive spaces like we wanted to, but we have to be more clinical.
“We have to take the 1 and 2-0 leads and even coming back in the game the chances we got towards the end, you have to take them.” He added.
This was Pirates’ first league defeat of the season. Fadlu Davids Believes They Should Have Beaten Mamelodi Sundowns!