The Chilli Boys were held on home soil on Sunday, setting them a stern task for the return tie in Tshwane on September 21.
Malesela said: "I just wish we could have scored. Both sides had chances to score. Maybe we could have scored but it didn't happen. So we just have to go back and see what we can do to convert and also create more chances. If you look at the statistics from other games, we created far fewer chances in this game."
He added: "What was frustrating me the most was the loss of possession. There were a lot of unforced errors from players and every time that happened we would have a situation in the box - that was worrying me the most. But other than that I don't think we had a problem, we acquitted ourselves well."
Bidvest Wits look likely to be in the final after thumping Cape Town City 3-0 at Bidvest Stadium on Saturday night.
The Students will face Eric Tinkler's charges again at Cape Town Stadium on September 17.