A single goal from Thabiso Nkoana was enough to take Matsatsantsa through.
SuperSport dominated the first half, but true to form struggled to find the back of the net.
Jabulani Maluleke had a chance for United six minutes in, controlling the ball inside the box and turning his defender, but he shot just wide.
Cosmos gave Kermit Erasmus too much space, and seven minutes he let fly from 25 metres out, but hit the crossbar.
Avril Phali had to make an acrobatic save to prevent Maluleke's volley from taking SuperSport ahead shortly after that, and Ashley Hartog should really have given United the lead two minutes later when a left wing cross found him completely unmarked 10-yards out from goal. However he sent the ball just wide.
Nkoana thought he had sent SuperSport ahead 10 minutes into the second half, but Phali produced one of the saves of the season to keen Ezenkosi in the game.
But seconds later Nkoana latched onto a loose ball in the box, hitting home with a bicycle kick.
Cosmos tried to fight their way back, but were unable to create any chances and SuperSport held on for the win.