Maritzburg were denied a hat-trick of victories in 2018 as they went down to Aubrey Modiba's 78th minute strike at Harry Gwala Stadium on Wednesday night.
Davids hopes his men can bounce back against high-flying Free State Stars at the same venue on Saturday (20h15).
“I think we were quite naïve, a hard lesson to be learnt. We can’t play like we’re leading 3-0, we needed to keep our thinking clear, keep our structure clear and go forward in the right moments,” Davids told his club's website.
“A bit too relaxed, a South African problem, we get satisfied too early after one or two good results. But we have to bounce back, I’m still proud of them. We have to correct things for our game on Saturday.
“I think a point would have been a fair result, they’re such an experienced side, they wait for their moment. We were a bit naïve, and they took the three points.”
He continued: “We have to learn from what happened at the beginning of the season. Consistency is always the challenge, with a side like SuperSport, they know how to manage themselves. With our youngsters, they play all out and when it’s not their day they don’t manage their thinking.
“But it's lessons to be learnt, we’ll get better. We have to analyse it and bounce back for the Free State Stars game. Let’s be honest, SuperSport assembled this team to win the league and you can’t compare the squads. Yes, it’s disappointing but not the end of the world. We have to learn from it, that’s the most important thing.
“We’re building something here in terms of our playing style, we have to stick to our principles and stick to what we believe in. We said at the start of this season that the top eight is our target and I believe we’re still on track for where we want to be.”
The Team of Choice are seventh on the table with 24 points from 17 games.