The Absa Premiership giants lost 2-0 to Japanese hosts Kashima Antlers on Sunday leaving them to compete for a fifth-place spot with Jeonbuk.
Tau says coach Pitso Mosimane wants the team to stay positive despite losing in their opening encounter.
“For sure we have a point to prove. We don’t like to lose. For me, I like to win. That’s the best feeling. Winning comes first to me,” Tau told FIFA.com.
“I think we did very well. We should have scored goals from the chances we created in the first half.
“He [Mosimane] just told us in there that we really have to move on now. We have to get back and we have to be positive.”
Meanwhile, Tau praised the Sundowns fans who travelled with the team to Japan.
“We saw them and were happy that they came through for us. And for the kids watching back home, I just want to tell them, focus on getting a few things right in football. Take care of the basics and whenever you lose, come back strong.”
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