Sundowns bowed out of the Nedbank Cup with a 1-0 loss to Golden Arrows in the last-16 at Lucas Moripe Stadium on Saturday.
Pitso Mosimane's side's title defence is also taking strain as a five-game winless run in the league leaves them seven points shy of log leaders Cape Town City, albeit with three matches in hand.
Modise told his official website: “Look we are sad after having to exit the Nedbank Cup but this does not mean we are all of a sudden a team that plays bad football. It is natural to lose once in a while, we cannot win every game we play.
"Yes, it is great to win but that is just like life. Sometimes things go your way and sometimes they do not. We have to soldier on and the good days will return in time. We take the loss and we move on.”