The last time the South Africans played there in 2015 they finished in 10th position in the 12-nation event that ends on 7 March.
Banyana Banyana were making their sixth appearance in the tournament. Both sides started brightly trying to get an early goal so as to settle down, but none came their way.
It was South Africa who got closest to a goal with a strike by Thembi Kgatlana in the 21st minute. She managed to beat the keeper, she was denied by the crossbar.
At times Banyana Banyana committed mistakes that could have backfired but they were quick to recover, and avert the danger.
There were no real chances carved in the first half and at the break, it was still goalless.
Shortly after the break, both sides made substitutions. Banyana Banyana brought on Kgaelebane Mohlakoana, who was making her debut, for Leandra Smeda, while Slovakia introduced Petra Zdechovanova for Martina Surnovska.
In the 72nd minute Kgatlana was again free on goal after she beat her marker for pace but she shot straight into the arms of Lucia El Dahaibiova in the Slovakian goals, with the rebound cleared away from danger.
South Africa had another great chance five minutes later when Mohlakoana received a pass in the box and her beautiful lob was parried away for a corner by the keeper.
Coach Desiree Ellis made another substitution late in the match, replacing Chantelle Esau with Melinda Kgadiete, who was making her second appearance for Banyana Banyana after her debut against Sweden in Cape Town last month.
South Africa had the best of chances to score but failed to convert them and it ended 0-0 in Cyprus.
Banyana Banyana will be in action again on Friday when they take on Hungary at 18h00.
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