Masandawana were without Ricardo Nascimento, who sat out through suspension and Kermit Erasmus but featured Rushine De Reuck for the third game running.
The early chance went the way of the host after just two minutes when Themba Zwane played the self-same Shalulile in for a crack at goal, but Mazembe timeously averted the danger.
Mazembe burst to life seven minutes thereafter to bring a telling save off goalkeeper Denis Onyango with a promising long-range strike by Phillippe Kinzumbi.
It was Sundowns however who seized control two minutes towards the half-hour mark after Lebohang Maboe found the bottom corner from a good passing move.
Mazembe regained momentum shortly before halftime and forced a save off Onyango from a powerful shot by Tresor Mputu before Gaston Sirino curled inches wide at the other end.
The five-time African champions chased the equaliser as soon as the second half commenced, but Onyango parried Jean Baleke's deflected attempt before Lyle Lakay courted Sudi Bibonge.
Sundowns bounced back before the final 30 minutes and witnessed Sirino flash a ball from a smart angle across the face of goal.
Momentum soon shifted back to Mazembe with Onyango needed to deny Baleke profiting through a shot from point-blank range as the defence backed off.
Sirino was withdrawn by the Sundowns coaching trio inside the last 20 minutes and replaced by veteran midfielder Andile Jali.
Masandawana could've had a second in the final stages, but Shalulile's diving header went over the crossbar however it finished 1-0 in Tshwane.
Sundowns: Onyango, Lebusa, Lakay, De Reuck, Coetzee, Morena, Maboe, Mkhulise, Sirino, Zwane, Shalulile
Subs: Goss, Modiba, Soumahoro, Makgalwa, Jali, Affonso, Domingo