Khumalo played for a full 90 minutes as DC United lost 2-0 to Deportivo Saprissa of Costa Rica in their opening match of the competition at the RJK Stadium.
Walter Centeno scored the opening goal just after the half-hour mark and Jairo Arrieta added a second shortly after the start of the second half.
DC United played a man down for the final 55 minutes after Devon McTavish was sent off.
Khumalo (27) played in midfield for DC United, who he joined on loan from Pittsburgh Riverhounds.
Khumalo made his debut last weekend for DC United.
He was taken off in the 68th minute of Saturday’s match at home to FC Dallas, which ended in a 2-2 draw.
Khumalo, who was born in Soweto and was recently named among the most outstanding players in the just-ended United States Second Division campaign, has played for a number of lower division clubs such as Mid-Michigan Bucks, Chicago Fire and Charleston Battery in the US and had a stint with Alexandra United in his home country in between.
United States clubs are perennial underachievers in the continental tournament and their teams traditionally struggled in the CONCACAF Champions Cup.
Even though DC has taken part in three of the last four CONCACAF Champions Cup competitions, a string of high-profile letdowns has seen regional honors elude the four-time MLS Cup winners.