Sundowns suffered a first-ever home defeat to City courtesy of a brace from ex-player Rodney Ramagalela at Loftus Versfeld on Tuesday.
Arendse, who was on the bench against Rise and Shine, felt his side squandered numerous chances in Tshwane.
“You could see they grew in confidence the longer the game progressed,” Arendse tells KickOff.com. “We also didn’t make matters easier by wasting the chances we had, you know.
“Little mistakes crept into our game and they scored. That’s when we started chasing the game and we left ourselves open.
“Even after getting back on level terms we let it slip. We know we’re better than that and this is another lesson for us to learn from. We have big aspirations in Africa and locally so we can’t be too emotional about this.”
The former Santos centre-back emphasised that the league is a marathon, not a sprint.
“We’re aware that it’s not ideal to drop points so early in the season, especially with our home games. But this defeat is nothing more than a slip-up and we won’t be losing any sleep over this. We have to soldier on.”
He adds: “Even myself, as hungry as I am for game-time I’m prepared to wait. I’m sure we can still work on a few things.
“You must remember we’ve been playing right through and never had a pre-season. We’re not complaining, Sundowns never does but just keep that in mind with all the games we’ve played whether it’s a league, a cup game or a Champions League match.”
Pitso Mosimane's side, who exited the MTN8 with a 1-0 loss to Maritzburg United, beat rivals SuperSport United 2-0 in their first league game of the season.
Mosimane's charges next visit Free State Stars in the Premiership on September 13, three days before entertaining Wydad Casablanca in the quarter-finals of the CAF Champions League.