Sundowns exited the continental competition with a goalless home draw against Guinea's Horoya in their final Group C tie on Tuesday night.
Mosimane's side finished third in the pool with six points from six games - three points behind Horoya and six adrift of defending champions Wydad Casablanca.
AS Togo-Port propped up the mini-table with four points.
"It's unfortunate because first we lost it in (sic) Horoya," said Mosimane referring to a 2-2 draw in Conakry in May.
"We scored two goals against Horoya. With five minutes to go we conceded a goal from a corner. We were two up, there was no problem.
"But the biggest game for us was the game in Togo (1-0 loss in July). There was no way we could lose that game. It was unbelievable what happened in Togo.
"That's how the tournament went.
"You saw the game against Wydad. We scored in the first two minutes. We were up. We lost concentration there. My players thought the ball was out. They stopped. That was a Christmas gift," he added referring to the 1-0 defeat to the Moroccan giants earlier this month.
The 2016 kings of Africa next host Cape Town City in their MTN8 semi-final decider at Lucas Moripe Stadium on Sunday (15h00).
City won the first leg 1-0.