SuperSport had equalised through Kingston Nkhatha just before halftime after Wayne Arendse put Sundowns in front.
Sibusiso Vilakazi and Khama Billiat then netted in the second half to take the game away from SuperSport.
“It was a game in every way, shape and form until they scored the second goal,” Baxter told SuperSport TV after the match.
“We had equalised, we got onto the front foot a bit more and our attacking play was better.
“But we gave away a very, very poor second goal from our point of view and after that we didn’t really have an attacking threat. So we didn’t keep our shape and we opened up the field for Sundowns, who kept the ball for fun.
“We did nothing to stem the flow, I was hoping we would come back at them but we didn’t. We only opened up bigger spaces, which only meant the third goal was going to come because we had to start flinging people forward.
“I was optimistic for about an hour and then after that I was hoping. Then after that I was suffering.”
Baxter says finding a balance between attack and defence has been elusive for his side so far this season.
“Our defending has to be worked on, but we have to have an attacking threat. If you don’t get that then you allow your opponent to get on the front foot," he added.
"So we have got to work on the balance on our offence and defence, but also certainly stop making such elementary mistakes.”