Stars, who qualified for the event by winning the Nedbank Cup, were undone by a second-half goal from David Nshimirimana.
The teams drew the first leg of the preliminary round tie 0-0 at Bidvest Stadium.
Kaizer Chiefs are still active in the second-tier continental competition after seeing off Zanzibar’s Zimamoto 5-2 on aggregate on Tuesday.
Absa Premiership champions Mamelodi Sundowns and 2017/18 runners-up Orlando Pirates also advanced to the first round of the CAF Champions League this week.