The match finished 1-1 during regulation time, with Method Mwanjale scoring for the Brazilians and Sakhile Mkhalipa equalising for Stars in the dying minutes of the game.
The First Division side should consider themselves unlucky to lose the match, after missing lot of scoring opportunities, especially in the second half, because of poor shooting.
Sundowns' penalties were scored by Themba Zwane, Method Mwanjale, Emmanuel Baffour, Samuel Julies and Punch Masenamela, while Esrom Nyandoro missed.
The Chloorkop-based side paraded their signings, including Emmanuel Baffour and Abubakar Mumuni.
Orlando Pirates will face Swazi Champions Mbabane Swallows in the second semi-final.