None of the Amakhosi players managed to score from the penalty spot.
The game had finished goalless after 90 minutes of play.
Chiefs had beaten Magesi FC 2-0 earlier on the day to reach the final.
Amakhosi started the final with more or less the same players that went to do battle with Orlando Pirates in the Carling Black Label Champion Cup last week. There were, however, three changes – Brilliant Khuzwayo and Ramahlwe Mphahlele came on for Itumeleng Khune and Erick Mathoho, who are on national team duty at the Rio Olympics, while Zambian striker Lewis Macha started ahead of Hendrick Ekstein.
Chiefs created the better goal-scoring opportunities during regulation play, but they struggled to find the back of the net.
Khuzwayo stopped the first penalty taken by Baroka, but he wasn’t helped much by his teammates who failed to slot home a single penalty from three attempts. Willard Katsande, Twala and George Maluleka all failed to score from the spot.