Amakhosi went down 1-0 to the Zambian outfit at the Levy Mwanawasa Stadium on Saturday in the first leg of their second preliminary-round tie, leaving themselves with a deficit to overturn when the teams meet again at Moses Mabhida Stadium on Friday.
Despite the setback, Da Cruz believes Chiefs have enough quality to secure a victory in the return leg and book their place in the group stages of the continental competition.
The French tactician, however, was critical of his team's first-half display, admitting that a lack of aggression and their inability to compete in individual duels made life difficult against the Zambian side.
"We played the first half with no aggression; we also struggled in the duels. The second half was much better, but we didn't create a lot of chances; we were much better in the second half," Da Cruz said after the game.
The Chiefs coach also lamented the manner in which his side conceded, with Red Arrows finding the net from a corner, but was quick to congratulate their opponents on the victory.
"I want to congratulate Red Arrows on the win. We conceded one goal from a set piece, from a corner. But now we focus on the second leg at home because we know we can win the second leg."
Da Cruz also raised concerns about the condition of the pitch in Zambia, although he acknowledged that his players had to adapt to the circumstances.
"But we must adapt; we must play with the conditions, and the players adapted very well to the conditions," he added.
The defeat extended Chiefs' winless run across all competitions to four matches, increasing the scrutiny on the Soweto giants as they continue their search for consistency.
However, Da Cruz insisted that pressure has been part of his job from the beginning and believes improving the team's attacking efficiency will help turn their fortunes around.
"The pressure was from the first day, there's pressure every day, and we put ourselves under pressure," he said.
"But we just lack efficiency, and we must put more weight when we attack, but we just need to work on that, and it will turn in our favour."
With qualification still within reach, Da Cruz has urged supporters to remain behind the team as Chiefs prepare for the decisive return leg.