The Team of Choice missed the chance to reach their first major cup final after they suffered a 2-0 defeat on Saturday evening.
Davids feels the loss to the Tshwane outfit is a real lesson for his younger players in the squad.
"SuperSport definitely deserved to win this one. This was definitely one of our most poor games this season. But of course we have young players, the occasion perhaps got to them," Davids told SuperSport TV.
"What we have to do is take it on the chin, learn from it and live to fight another day."
When asked about his second-half changes, he replied "We had to go for it. I think in the first half had we scored one of those two chances when we broke through, but of course SuperSport got the goal.
"They were so smart, they are so experienced in terms of managing the team and that is lessons for our players. It's an experience for the young players, they have to learn from it and get better as a team and hopefully we can progress."