Leopards went down 3-2 in Sudan a fortnight ago and they couldn't overturn the score, thus failing to reach the group stage.
Lidoda Duvha started the match on the backfoot as Al Merreikh enjoyed much of the possession, while the Limpopo side's passing of the ball was wayward.
However, the Sudanese team failed to create any real opportunity despite the dominance.
In fact, they instead allowed Rodney Ramagalela time and space to shoot in the 28th minute, but his tame effort went wide.
Leopards were forced into a change on the half hour mark when David Zulu replaced Davi Banda, who appeared to be struggling with injury after he was on the receiving end of a bad tackle earlier in the match.
Leopards were playing better at this stage and Edgar Manaka took up a good position to shoot from outside the box in the 32nd minute, but the Merreikh goalkeeper, as he was for the better part of the match, was equal to the task.
Merreikh were not sitting back, though, and they got a free kick on the edge of the box after Vincent Xakane committed a foul just before the interval. Ahmed El Basha drove his free kick over the bar to send the teams to the break with the score at 0-0.
Back for the second half and Raymond Monama came on for the inefficient Manaka and it wasn't long before Merreikh felt Monama's presence.
Monama found space down the left wing in the 53rd minute and he delivered a cross that picked an unmarked Ramagalela in the box, but the latter headed straight into the hands of the goalkeeper.
It was Ramagalela's turn in the 69th minute to deliver a cross after evading a tackle on the left side of the park but the target Bobe, who was also not picked up by the Merreikh defence, also headed straight to the keeper's hands.
Leopards sent in Luyolo Mapolisa for Mahlatse Maake in the 80th minute, but still Leopards could not find a winner.
Goalless it ended and so did Leopards' impressive run in Africa.
Black Leopards XI: Maphaha, Nyirenda, Xakane, Khoza, Mabusela, Banda (Zulu 30th), Bobe, Mabunda, Maake (Mapolisa 80th), Manaka (Monama 46th), Ramagalela.