Sundowns ensured progression to the last 16 with a 1-0 win over SuperSport courtesy of Sibusiso Vilakazi's first-half strike on Saturday evening.
"It's important for the team. Every time we play a team like SuperSport, we know they're going to come at us. So sometimes we must just relax and not put pressure and just let to come at us," Jali told SuperSport TV.
"You know it's difficult. It's a derby so this team we played them the fourth time this season so it was difficult because they know us, we know them. So it was not easy," he continued.
"You know, every time we play SuperSport it's either 2-1 or 1-0 so it's normal. It's like that (tight)," he said.
Thapelo Morena, who provided the winning goal, suffered a scary injury late in the second half and was thus removed as Jali shed light on the unfortunate incident.
"Our goal came from him so he gave a good assist. We know him with the speed so he used his speed and crossed the ball.
"So when you see something like this to our own players it's not easy for us to take but we have to accept it and say sorry to him. But the leg is gone and it's painful," Jali said.
On a personal scale, the one-time Bafana Bafana favourite just goes about business and does what his being told to appease everyone concerned.