Amakhosi suffered one of their heaviest defeats in recent times when they were beaten 4-1 by Downs at Loftus Versveld Stadium.
The Glamour Boys were already down 4-0 at half-time which was not only a disappointment to the Amakhosi faithful but also a big surprise to Baxter.
"Three of the goals conceded were from set pieces which surprised me. Sundowns delivered three very good balls into our box and we didn't deal with it," says Baxter.
"I think our inability to deal with those set pieces at that stage of the game, when we were a goal down were to blame, and I thought we lost our composure.
"We got stretched which meant that Sundowns could get balls into midfield and their good movement caused us problems and so we got stretched, which is the first time we got stretched since I came to the club, we lost control of the game although we got it back a little in the second half," he says.
The former Bafana Bafana coach said he was hoping to rectify the mistakes when they return back to training this week.
"Also our play on the transition was not as dangerous and as confident as it used to be. That's probably because we were pushing for a goal so you lose a little bit of patient.
"We have to do something about the set play ball collectively, the composure and the general quality of our play," he added.