Despite being on the back foot for most of the match, Abafana Bes’thende opened the scoring in the first half through Thamsanqa Gabuza, but Sundowns found the equaliser just before half-time through a deflected strike from Ntuthuko Mabaso.
The hosts dominated possession from the first whistle and fired the first warning shots, with Anthony Laffor forcing a save from Nkosingiphile Gumede in the second minute, and Mabaso doing the same 13 minutes later.
Arrows were always looking to catch the Brazilians on the counter and almost succeeded in the 16th minute as Bonginkosi Ntuli got the better of Alje Schut, only for the striker to send his shot straight at Wayne Sandilands.
The visitors did get the ball in the back of the net in the 32nd minute through Gabuza, but his goal was ruled out for offside, although he seemed to be level with a Sundowns player who was outside the penalty area.
The Arrows striker did finally break the deadlock six minutes later after he was put through by a great pass from Sibusiso Hadebe, nudging the ball past the advancing goalkeeper before sliding his follow-up shot into an empty net.
But Pitso Mosimane’s men found the equaliser two minutes before the break as Mabaso’s shot deflected of Mzivukile Tom and into the back of the net.
The second half was more of the same with Sundowns creating most of the chances, while Arrows looked to pounce on the counter.
Schut was the first man to test the goalkeeper in the 48th minute as he rose high to meet a free kick from Tebogo Langerman, but he was denied by Gumede on the line.
In the 64th minute Edward Manqele forced another save from the Arrows goalkeeper before Mabaso headed just wide six minutes later.
Sandilands was called into action again in the 74th minute, palming a free-kick from Tshepo Liphoko over the crossbar, before blocking another good shot from Ntuli 10 minutes later.
In the final minutes there was end to end action as Nyasha Mushekwi forced a good save from Gumede in the 86th minute, before Manqele saw his effort coming off the inside of the post a minute later.
Then in the 89th minute Arrows almost capitalised from another quick break which saw Gabuza breaking free on the right, but he failed to grab his brace and a late winner as he dragged his shot wide of the far post.