AM went down 2-1 against Pirates, as Vincent Pule punished their casual defending early in the game and goalkeeper Zakahle Ngcobo made a howler by spilling Thabiso Monyane's shot in the second stanza.
Mokete Mogaila pulled a goal back for Thwihli Thwahla but they could not break down the Pirates defence in the closing stages.
"Firstly well done to Orlando Pirates, they gave a good fight and they took their chances but I thought we gave them those two goals, easy for them," Zondo told SuperSport TV.
"But at the end of the day we also fought towards the end, our second-half much better. Certain players froze, maybe respecting Orlando Pirates, I don't know.
"But it happens in the game, the game looked like it was a cup match. It had it's moments where you thought Pirates would score as well because they also got chances they could have finished. But we also had our own chances we could not finish."
Zondo went on to comment on the bright display they made in the second stanza, especially after making substitutions.
"Ja, I mean that's how we play, whether we win or we lose, we don't lose our identity. We need the players to play the way we want them to play, believing in themselves, being able to pass the ball through and create those chances," he went on.
"But it was not going to happen today, it's when we played them [ten days ago], it's a deja vu. When we played them in the league match, we played the same way but today we created quite a number of chances I believe in the second-half.
"The defending for Orlando Pirates has shown today why they have less numbers of goals scored against them. You know in cup games if you don't concede, it's unlikely you're going to lose a match because when you score you know you're defending very well.
"But on our side we didn't defend well, especially those schoolboy errors that we gave to Orlando Pirates, it wasn't supposed to be. We're talking seasoned players that defend like that or that make errors like those.
"But it's work in progress, the players will get used to what we want to see doing, today it was not our day, hence I'm saying congratulations to Orlando Pirates," he added.