Desiree Ellis steered Banyana to the COSAFA Cup title last year as an interim coach after defeating Zimbabwe 2-1 in the final.
Banyana found themselves ahead after just seven minutes thanks to a strike from Khanya Xesi.
The advantage was doubled on 19 minutes when Nothando Vilakazi found the back of the net to put Banyana in a commanding lead.
Madagascar reduced the deficit minutes later, with Sarah converting a penalty to get her side back into the encounter.
Bayana struggled to score in the second half, but they did finish the game with 10 players after Thato Letsoso picked up a second yellow card.
The red card did not have an effect on the remaining stages as Ellis's side held on for three points in their opening group game.
Banyana will now take on Botswana in their second Group E clash on Friday afternoon.