The Citizens suffered a 2-1 loss to Sundowns at the Cape Town Stadium, ending their run in the Nedbank Cup.
McCarthy was disappointed that they could not punish the Brazilians when they had them on the ropes.
“This football is a funny old game. When you play such an opponent, you dominate and create chances and you’re supposed to put the game to bed... this footballers never learn,” McCarthy told SuperSport TV.
“Good teams, you don’t let up the ropes when you have them, unfortunately, we paid the price they’re a very good team. When they have the chances they will put them to bed. They scored more than us. So now we forget about the Cup and focus on the league. It’s a pity because we played well.
“Congratulations to them. Next season we will come back stronger and hopefull,y we’ll learn from this.
The former Bafana Bafana marksman continued to bemoan his side's individual errors.
“We made individual errors and the players were trying to be fancy because we’re playing Sundowns and the whole of South Africa is watching this game. I think we should have been as simple as possible.
“The first goal came from an error from [Taariq] Fielies where he tried to make a trick and played a middle pass and we lost it boom we’re 1-0 down and our finishing also let us down.”