The Brazilians got their goals from the boots of Katlego Mphela and Elias Pelembe in the second half.
Both teams attacked from the first whistle, displaying soccer wizardry – much to the delight of the fans who suffered the cold weather to come and cheer their teams.
Sundowns exerted pressure on Cosmos from the first but seemed to run out of ideas on entering the goal area, with Ezenkosi’s defence easily dispossessing them.
Cosmos gave Sundowns a tough time, playing a defensive game it was difficult for Johan Neeskens' charges to penetrate.
Sundowns could have taken the lead inside 15 minutes but Mphela disappointed when he shot straight into the hands of Avril Phali.
A few minutes later Musa Nyatama’s bullet-like shot flew inches wide.
Just on the half-hour mark, Siyabonga Nontsinga had the chance to put Cosmos ahead, but missed the target.
Despite the misses, Sundowns were impressive on their forward forays, with Teko Modise orchestrating the operations as the Brazilians swamped Ezenkosi territory in search of a goal.
Cosmos looked dangerous on a few raids they launched and had Sundowns’ rearguard reeling as they piled on the pressure, but were bugged by one problem: impatience in front of goal.
But however much Cosmos pushed forward, but Siyanda Xulu, Method Mwanjale and Punch Masenamela stood firm.
There was not much difference in the second half, but Downs' efforts were finally rewarded when Mphela scored from an indirect free-kick in the 59th minute to put his side in the driving seat.
Cosmos had a chance to level matters but substitute Alton Meiring, who replaced last week’s goal-scorer against Chiefs, Tshidiso Tukane, failed to convert a penalty.
His spot-kick was saved by Wayne Sandilands in the 71st minute, much to the disappointment of Jomo Sono.
Elias Pelembe put the final nail into the Cosmos’ coffin when he unleashed a powerful left-footed shot, beating Avril Phali hands down in the 88th minute.