The Lions of the North bid farewell to the Nedbank Cup after losing 1-0 to the Brazilians at the Makhulong Stadium on Saturday, but Da Gama felt his side gifted Sundowns the winner.
"I've never seen such luck in my life, I mean how do you give a gift away like that? I mean we score, we create so many opportunities, we're tactically 100 percent strong on the team, against a quality team," Da Gama fumed on SuperSport TV.
"So all I can say, I'm really proud of the boys, they f*** played like, oh sorry, excuse me, they played like true champs. They really played well and from a tactical perspective they did everything that was required from them.
"On the day you lose like that, it's a bitter pill to swallow. It's the same as the first game we lost against them in Pretoria. Last minute, so I'm really disappointed but I'm really, I'm disappointed but I'm not discouraged.
"I think there's a hell of a future for these boys, they know they made a mistake. They know it was a gift they gave away. I just really want to watch this match properly and look at the amount of opportunities we created, the goal we scored, what happened, it's difficult," he went on.
"But at the end of the day I'm really proud of these boys, it's a bitter pill to swallow but it's part of the growth. In a few years' time, there's gonna be a lot of quality here."
Leading up to the winner by Keletso Makgwalwa in the last five minutes of extra-time , two Highlands players failed to judge the flight of the ball and Da Gama says he has not seen anything like that in football.
"Two mistakes, one midfielder gives it away and then one defender slips, he just falls, I mean I haven't seen anything like that since I played football. It's the first time I see something like that.
"But you know you would have wanted a team like this to outplay you, beat you, shake hands, move on but to lose in that fashion was not very nice tonight. I thought we were all over them, we created enough opportunities to win this game.
"But I mean we had two enforced changes with injuries, Peter Shalulile was struggling with his knee there, so it was difficult. We didn't know, do we take off [Sifiso] Mbhele or Peter Shalulile, it was difficult but up until he got injured, Peter was a menace. He was creating a lot of problems but we'll take this, we'll take it on a chin, we'll learn from it and we'll grow," he added.