Sundowns' unbeaten run at home came to an end in their final home game while Stellies won for the first time against the Tshwane giants in their history.
Ashley Du Preez scored in either half for Stellies as he scored twice for the Steve Barker's charges in between a goal by Jayden Adams.
Sundowns supporters were still singing and chanting after the game and Mokwena acknowledged their support.
"We have to appreciate their love and support, they came out in their numbers today but unfortunately a humbling result and the one that we'll take," Mokwena said after the game on SuperSport TV.
"I'm sure he [Goalkeeper Ricardo Goss] feels like all of us, we lose as a team, we win as a team. Look the first goal we shouldn't concede because it's a standard situation, just over our centre-backs.
"We concede and then we have to open up a little bit. We have the responsibility to play with more intensity, with a higher line and get a bit closer.
"But ja well we're very bad losers in this team but we'll get there, we'll analyse, check our mistakes and we'll improve and get better."
Mokwena was asked if the loss was due to multiple injuries the team is having.
"No, because it sounds like excuses. When we won games we never said 'ah this one is out, this one is in'. This entire season we had a huge injury list but we got on with the business," he continued.
"We lost today to a team that had only three shots at goal, we had 24 box entries, we had 19 shots at goal and ja they were very good, credit to Steve Barker and the opposition. Not much to say except to say congratulations to Stellenbosch and we just move on."
Sundowns will officially be handed their trophy in their last match against Royal AM away and Mokwena responded to a follow up question on the readiness of the team against one of the tough teams to beat.
"Ja very difficult one, good that we got this one [out of the way] that says 'wakey-wakey, you're not invincible', we move on. Two important games. It's very important to end the season well, with a good winning feeling and then to the final and lift the trophy and give it to this deserving crowd because they have been magnificent, even today," he went on.
"Normally our supporters sulk a little bit but today they were magnificent because we conceded one and conceded two and they kept on shouting, screaming and supporting us.
"So it's a pity we couldn't win the match but we take it and move on, we take it as preparation for the next two games."