Percy Tau looked to give the visitors the lead inside the opening 10 minutes but his powerful effort from distance deflected wide of the mark.
Sundowns enjoyed a lot of the possession in the opening 20 minutes although they struggled to carve out clear-cut chances.
The hosts, meanwhile, had to wait until the 32nd minute for their first real effort, which sailed wide of the Denis Onyango's upright.
Despite Sundowns' early dominance, they failed to test the Rayon goalkeeper in the opening 45 minutes as the sides went into the break goalless.
Seven minutes into the second stanza, Gaston Sirino went close to breaking the deadlock with a free-kick that was palmed away by the Rayon shot-stopper.
Mosimane opted for his first change in the 61st minute with Jeremy Brockie replacing Oupa Manyisa.
The hosts went agonisingly close on 70 minutes with a strike from the edge of the box that rattled the woodwork.
Sundowns pushed for a winning goal in the closing stages and they went close in second-half stoppage time through Kekana, who unleashed a powerful effort that was saved by the Rayon goalkeeper.
That proved to be the final chance of the game as the score remained goalless at the full-time whistle.
Sundowns: Onyango, Morena, Arendse, Nascimento, Langerman, Kekana, Mabunda, Sirino (Zwane 79'), Tau, Vilakazi, Manyisa (Brockie 61').
Subs: Brimah, Madisha, Zulu, Brockie, Lebese, Ngcongca, Zwane.