The home side won the trophy an unprecedented eighth time 3-1 on aggregate after holding Pirates to a 1-1 draw in Johannesburg in the first leg of the final.
“I think we lost in Johannesburg with the 1-1. From there it was always going to be difficult, we knew that,” De Sa said.
“But I think we tried to play good football and create chances and I think we achieved that. But we failed to score and if you don’t score you will never win.”
De Sa said the difference between the two sides on the night was Al Ahly’s clinical finishing.
“Al Ahly have one chance and they score. They are very clinical.”
The coach said the result would be difficult to get over.
“They did a fantastic job and are deserved champions. They have a lot of experience and pedigree and it showed.
“But still, I am very disappointed, especially as we believed that it could be done. If you see the chances we created and if we had taken them, it could be a different story.”
In the meetings between two the sides, De Sa believed Pirates were the better team.
“I think we showed superior skills in the four matches we played against Al Ahly and I am happy with the way we carried ourselves.
“If you had said to me at the beginning of the season that we would be the second-best team in Africa, I would have taken that.”
He was confident Pirates would be back in the competition in the near future.
“We have a lot of talented youngsters in the side and they have a great future.
“I am sure if they manage to qualify for the Champions League they will approach it with the same tenacity and effort.”
The capacity 35,000 crowd in the Arab Contractors Stadium in Cairo, had been intimidating for the players, he said.
Egyptian rulers had banned Al Ahly from playing in their home stadium, fearing violence, but unlike their other Champions League matches, they allowed the match to be played in Cairo in front of their fans.
“Al Ahly did a great job to have that support.
“The only irritating thing were the lasers that were flashed throughout the match. A team like Al Ahly do not need that extra help.
“Apart from that, the crowd was fantastic. That is something we need to do more in South Africa — getting the crowd behind us like that.”