The Urban Warriors started the game on the front foot, as an inch-perfect ball was played through for powerful striker Nathan Paulse, who struck his shot narrowly wide of Denis Onyango’s goal.
The Brazilians soon found their grove however, as Asavela Mbekile combined well with Teko Modise on the right, making his way into the shot before striking goalwards, his shot deflecting off centre-back Abbubaker Mobara as Ajax cleared away the danger.
Pitso Mosimane’s men kept the pressure on, as Modise’s header soon after was cleared away as Khama Billiat fired the follow-up narrowly over the bar.
Hlompho Kekana made his presence known as his free-kick from the edge of the area sailed just over the crossbar, before Mzikayise Mashaba let fly from range minutes later, yet his effort was well wide.
Mbekile failed to trouble Jaakkola with a shot with the outside of his boot following a fine solo run on the right as Downs looked to snatch the opener before the half-time break, yet it would be Ajax who finished the half just as they started: Tashreeq Morris got the better of his marker on the left, firing in a low cross for the unmarked Paulse who looked a sure bet to score, before Alje Schut’s timely intervention blocked his effort as Downs were able to clear the danger, as the sides headed into the break goalless.
Sundowns started the second period in a frenzy, Billiat forcing a fine save from Jaakkola after great build-up play by the League runners-up.
Ajax substitute Franklin Cale, on for young winger Riyaad Norodien, went close on 59 minutes, yet his shot was fiercly struck over the cross bar.
The rest of the half saw Sundowns dominate play, Billiat guilty of missing a number of chances while keeping man of the match Jaakkola on his toes, the Finn producing a number of fine saves to prevent substitute Anthony Laffor from finding the opener for his side.
With the scoreline still goalless after 90 minutes, extra-time beckoned as Ajax remained under constant pressure, but proved resilient to keep the Downs' attack at bay for the extra 30 minutes. Skipper Alje Schut was unfortunately unable to continue in his last game for the Brazilians, subbed off to rapturous applause four minutes from the end.
And to penalties it went, as Paulse and Laffor converted their spot-kicks, before Thabiso Nkoana went wide for Ajax as Kekana watched his strike sail over.
Granwald Scott and Travis Graham both converted their kicks as substitute Cuthbert Malajila’s shot was saved, with Ajax one kick away from victory.
However, the pressure was too much for Abbubaker Mobara, who missed his kick, as Thabo Nthethe kept Downs in it. Franklin Cale then skied his shot as Bongani Zungu was left to slot the winning penalty kick home as Sundowns were crowned Nedbank Cup champions for 2015, and winners of the R7-million cheque.