Chippa lost 1-0 to Sundowns on Wednesday as Anthony Laffor's 75th minute strike proved the difference following a goalless first leg in Port Elizabeth.
Malesela told SuperSport: "It was always going to be a game of small margins, you know 1-0, maybe 1-1. I knew that from the start.
"Also our decision-making is what decided the game. If we had been very decisive in scoring areas, we probably wouldn't be having this result at the moment. You know we learn from these things. As long as we learn, it's good."
'Dance' refused to blame the absence of key players such as injured skipper Thamsanqa Sangweni for the result.
He added: "What mattered most was that we opened them up. But in key areas we just needed to play the ball to someone to finish, score there, thank you, we are done."
Sundowns will meet Bidvest Wits in the final at Mbombela Stadium on October 1.