McCarthy's side made history by competing in the club's first-ever CAF Champions League group stage encounter against the Morrocan giants.
"They scored the all-important goal," McCarthy said post-match.
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"I think we could have done better with our defending, and also in front of goal as we didn't really test the opposing goalkeeper too much.
"We couldn't hit the target and if you want to win football matches you must put the ball in the back of the net when the chances come.
"Then we went on to concede a goal shortly after."
AmaZulu next host Horoya FC in their second CAF Champions League Group B encounter at the Moses Mabhida Stadium on Friday.
Kick-off is at 21:00.