Swallows' defenders allowed Robert Nga'mbi to score the first goal for Dikwena in the fourth minute with a header, after he rose highest to connect with a well-directed Joseph Molangoane corner-kick.
Dikwena got their second goal through Sihpelele Mthembu after a neat, clinical move – also involving Molongoane and Nga'mbi – while Benson Mhlongo got their third in the 65th minute from another corner-kick.
Lerato Chabangu scored for Swallows two minutes later from a free-kick in a futile comeback attempt.
"I am very disappointed in the way we conceded two goals from set-pieces," Marques tells KickOff.com.
"We tried to come back into the match in the second half but the damage had already been done. I am not sure if it was complacency or not but we did not play well.
"We will have to work on defending against set-pieces during training," adds the Swallows coach.
Dikwena coach Cavin Johnson says his team must now work on maintaining their positive start to the season.
"It is only the first game so one cannot be too happy just yet," he says. "We just have to maintain our form and keep winning."