The Buccaneers were dumped out of the Telkom Knockout after losing 4-2 on penalties to Polokwane City on Saturday evening.
Nyatama, who was named Man of the Match, feels they should have wrapped up the game in the first half.
"Very disappointing result, we're disappointed. We wanted to go to the next round but unfortunately it didn't happen. We need to lift our heads up and focus on the league now," the former Bloemfontein Celtic midfielder told SuperSport TV.
"It is very hard to play against them [Polokwane City ]. They can play quick one-two's. We missed a lot of chances in the first half, we also missed a penalty. We should have wrapped up the game in the first half it is just unfortunate we couldn't go to the next round."
Nyatama added of their challenges up front: "That's the story of our lives. We keep the ball well and create chances but unfortunately we don't score the chances we create. But we have to focus on scoring and make sure every chance we get we wrap it up."