Sundowns took control of proceedings in the first stanza, as new signings Mogakolodi Ngele and Keagan Dolly netted either side of an own goal by Stars goalkeeper Daouda Diakite.
Ea Lla Koto reduced the deficit on the stroke of half-time thanks to a clinical strike from Danny Venter.
The Brazilians, however, later sealed the result via goals from Themba Zwane, Bongani Zungu and Katlego Mashego.
Downs will host neighbouring cup holders SuperSport United in the next round of the competition, while Kaizer Chiefs will entertain Soweto rivals Orlando Pirates. The respective derbies will take place on the weekend of November 7/8.
The game was evenly poised before Ngele powered in the opener inside the box in the 22nd minute. The former Platinum Stars attacker pounced after the ball brushed off Katlego Mashego's head when he went up with Leonardo Castro in trying to clear a long throw by Ramahlwe Mphahlele.
Castro also had a hand in the second goal four minutes later. A deft flick by Ngele allowed Castro to pull the trigger inside the area. Diakite blocked the effort but then knocked the ball into his own net when scrambling to collect the rebound ahead of the big Colombian.
Dolly added a third goal for the visitors in the 36th minute as he poked home from close range after being teed up the influential Ngele.
Venter hit back just before the recess with a fine shot from inside the area, with his teammate Hendrick Somaeb striking the post moments later.
Pitso Mosimane's men reasserted themselves in the latter stages, as substitute Zwane turned in a deflected volley from Dolly in the 68th minute.
Bafana Bafana midfielder Zungu made it 5-1 when he headed in a corner three minutes later before Mashego got his first goal of the season with a crisp strike from the edge of the area in the 75th minute.