The Chilli Boys - who had a strong penalty shout turned down in the first half - were undone by Bernard Parker's 56th minute goal at Peter Mokaba Stadium.
Sikhakhane said: "We played well, we did our preparations well, we didn't deserve the result.
"We had two fouls in the box, I don't know what the decision was for the referee. Anyways that is part of the game.
"Overall we were supposed to win, we were on top, we were all over them."