Musona still has two years left on his contract with Anderlecht but was forced to get a loan deal in January to get regular game time elsewhere.
The Zimbabwean star joined KAS Eupen on loan until the end of the season.
Mamelodi Sundowns coach expressed his disappointment at losing out on signing the striker stating the club will try again in the next transfer window.
Musona’s agent Mike Makaab says there is a slim chance of the striker making a return to the PSL, but hasn’t ruled out the possibility.
“He is on loan out to Eupen at the moment. In football anything is possible. When he went to Anderlecht the coach left and then another one left as well,” Makaab explained to Isolezwe.
“At the moment they are in the process of promoting young players, meaning the seasoned players might leave. If his situation at the club improved he will stay, if not, he will look at other options.
“He might come back to South Africa, I can’t say it won’t happen but the chances of him returning are slim. There are opportunities for him in other European countries and Asia, he is only 29. He is in good condition and can play at the top for six seasons or more.”