Despite Lyle Lakay giving the South African side an early lead in the sixth minute through a trademark freekick, the home side scored twice to seal a turnaround win.
Sundowns now have it all to do with a win needed to advance to the next round, something Mokwena remains confident his side can achieve.
"We are very disappointed that we conceded a second goal just before half-time, Mokwena said post-match.
"But like we said to the players at half-time, we had done the most difficult part which was to score an away goal.
"The most important thing was to try to win the second half, which we thought we played a lot better with a goal ruled out through VAR.
"But we're okay to go to Johannesburg with a 2-1 scoreline. We'll take the away goal.
"We know we will definitely score and I think Petro know that there's a goal back in Pretoria."
The second leg will take place on Saturday, 23 April.
Kick-off is at 18:00.