Dikwena were good value for the win, scoring first-half goals through Vuyo Mere and Ndumiso Mabena, with Teko Modise pulling one back late on.
Sundowns only fielded one of their new signings, with midfielder Lindokuhle Mbatha starting against his former team.
Stars had Mogakolodi Ngele on their bench - this after Sundowns announced his signing on their website yesterday, but then quickly removed the article.
Stars started well and got the opener on seven minutes when Tebogo Langerman brought down Mduduzi Nyanda in the area. Captain Mere made no mistake from the spot, slotting past Wayne Sandilands.
Eight minutes later and it was 2-0, with debutant Mabena getting his name on the score-sheet after receiving a pin-point pass from Robert Ng'ambi, getting goal-side of Langerman and shooting under the goalkeeper's body.
Downs should have been level on 24 minutes when Percy Tau got some space down the left and cut back a perfect cross to Anthony Laffor, but the lanky Liberian did not commit and the chance was lost.
The game was then held up for 11 minutes when a swarm of bees gathered around one of the effect microphones behind the goal, but it hardly stung the hosts into action.
Laffor did come close with a glancing header from Teko Modise's cross, but it remained 2-0 at the break.
The Brazilians should have been level straight from the kick-off when Mbatha found himself in acres of space on the six-yard line, but his curling effort with just the keeper to beat hit the outside of the post.
Mbatha again tested Siyabonga Mpontshane with a drive from distance, before the same player brilliantly set up Bongi Ntuli, whose cushioned shot was straight at the goalie.
Nyanda almost made sure of the result on 72 minutes when he found an inch of space and fired a curling effort which beat Sandilands, but not the upright.
Sundowns got a bizarre lifeline in the dying seconds when Modise chipped a ball into the area towards Ntuli. It missed everyone and trickled into the net, but the League champions were unable to get a second to take the game into extra-time.