SuperSport United will look to defend their trophy on Saturday against Cape Town City in a repeat of last year's final at Durban's Moses Mabhida Stadium.
Lakay made his PSL debut for SuperSport but spent last season at City where he experienced the anguish of missing a penalty in the shootout loss to Matsatsantsa in the 2017 final.
The Athlone-born 27-year-old joined Sundowns in July.
"Obviously Cape Town City," Lakay responded when asked who he is supporting this weekend.
"Because the majority of the guys are still there and we were like a family. I grew up with [Ebrahim] Sedat.
"And obviously last year losing in the final contributes to that.
"So hopefully they can win seeing that we couldn't go all the way. Hopefully they can."
Lakay spent three years with United before switching allegiance to Bloemfontein Celtic in 2012.
He represented Phunya Sele Sele for five years prior to linking up with the Citizens in their second year of existence in 2017/18.