Gallants, holders of the tournament, booked their spot in the quarter-finals after a 5-4 win in the penalty shootouts, following a 1-1 draw in extra-time.
"Very difficult but I think the people at home are pleased with what they saw, I mean very entertaining you know, it could've gone either way," Malesela told SuperSport TV.
"We could have lost, they could have won during normal time, they had a lot of chances, we had our fair share of chances but fewer than them because they had more chances to be honest.
"That's football, cup matches, cup matches does not allow space for mistakes, it doesn't allow space for not taking chances and stuff like that," he said.
"In the end long game, very interesting, I'm happy that in the end we won. I'm very happy with the goalkeeper being brave because he was not in the plans for the penalty kicks.
"Maybe he felt [don't mess up my job], let me fix it but very appreciative of the effort the boys have put in, the character, we always pride ourselves that we must not lose at home. We have adopted that and if we go on like this it will work well for us.
"Especially when it's happening at the back [forced changes], you get so disorganised but it didn't affect us that much because we then readjusted. But it was difficult a little bit because we took a midfielder and played him at right back because one of our right-backs got injured in a middle of the week. We had to improvise, we appreciate everything the boys have done."
Malesela added that they will be able to deal with the loss of Katlego Otladisa and Ndlondo after they picked up their fourth bookings against Pirates.
"We've got other players, we've been having the same players almost every week, so that rhythm will change a little bit. But I think other guys are showing signs of improvement at training and will fare well in a match against Chippa," he said.
"It's one match at a time, you can't pride yourselves when you don't have the trophy on your hand, when you're playing in the league, you're sitting at number 11 and then you start boasting, what are you boasting about? I don't take that nonsense.
"I want you to play for things, you must play for pride, for trophies, there must be something to show at the end of the season, if you play a season and you don't win anything, there's nothing to show, it's a wasted season. You want to be number 13? You'll be number 13 every time."