Defender Thapelo Morena proved the unlikely match-winner after scoring the decisive goal in the 85th minute.
"Our objective was to prevent them from reaching our goal," Onyango said.
"Al Ahly is a great team, so we made sure to not allow them to play at their usual level.
"We had many chances, but in the end, we scored only one and we were able to win," he added.
Sundowns are in a dominant position as they lead Group A with seven points having played three matches.
Meanwhile, co-coach Manqoba Mngqithi applauded his side after clinching a historic win over former coach Pitso Mosimane.
"We knew the strength of Al Ahly and we lost a reasonable amount of starting players, from Dennis Onyango to Mosa Lebusa who scored at home. We also lost Erwin Saavedra, and two of our strikers in one week at home, Gift Motupa and Pavol Safranko.
"Otherwise, we're very excited to have won in Cairo but one must also say, it's a win for coach Pitso.