Wits could find now way through against the newly formed club, but progressed to the event decider thanks to a 3-0 victory in the first leg in Johannesburg.
Rodgers, on target in the previous meeting, was disappointed his side failed to find the net this time around. However, the former Mamelodi Sundowns man is not overly concerned.
He told SuperSport: "What can I say, we are happy to go through to the final. We created a lot of opportunities and we never managed to score any. I myself missed one, so very disappointing on that.
"But yeah, we made it through to the final. We did well in the first leg and I think it was a good team effort. Our defence was on tops tonight, thank God for that."
He added: "It's nothing to panic about, but was definitely a concern in this match. But going forward, we are creating opportunities. From there we can just work on finishing that and putting it in the back of the net. I think we just have to take each game at a time and hopefully we will do better."
Gavin Hunt's men will battle either Sundowns or Chippa United for cup honours.
Downs, who yesterday lost in the CAF Champions League semi-finals, will host the Chilli Boys at Lucas Moripe Stadium on Wednesday having drawn the first leg 0-0 in Port Elizabeth.