Amakhosi lost 3-2 on penalties after being held to a 1-1 aggregate draw over two legs.
They had lost 1-0 on the road last week before a 1-0 home win on Friday, with a single goal from Bradley Cross to take the match to spotkicks.
In the light of the loss, Amakhosi Sporting Director Kaizer Motaung Jr. made it a point to make a public show of support for head coach Fernando Da Cruz, who has come under criticism from the club's supporters this season.
Chiefs have only recorded three Betway Premiership victory from their opening eight games, and despite remaining undefeated, the Tunisian mentor is under increasing pressure to improve his side's form.
"Following our unfortunate CAF Confederation Cup result, we understand and share the disappointment felt by our supporters, players, staff, and all stakeholders connected to Kaizer Chiefs. Competing at continental level brings high expectations, and when results do not meet those expectations, naturally there is frustration and reflection," read a club statement.
"At moments such as these, it is important to maintain perspective and remain committed to the long-term vision we have established for the Club. Success in football is rarely defined by a single match or a single competition. It is built through consistency, resilience, and unwavering commitment to a clear sporting strategy.
"As a Club, we would like to reaffirm our full support for, and confidence in, the Head Coach and the entire technical team. They continue to have our trust as they lead the implementation of a football philosophy and development pathway that we firmly believe will bring sustainable success. Their professionalism, work ethic, and commitment to improving the team every day remain irreproachable. The team is fighting hard every game to uphold a high standard of performance, and yesterday, despite the result and the injuries we carry, that warrior spirit was visible on the field.
"We have made significant progress in key areas of our sporting project, and while setbacks are a natural part of any ambitious journey, they do not alter our conviction in the direction we are taking. We remain aligned behind our objectives, our playing identity, and our long-term plan for success both domestically and on the continent.
"Our responsibility is not to be guided solely by the emotion of an adverse result, but rather by careful analysis, stability, and strategic decision-making. We will continue to evaluate performances honestly, learn from this experience, and make the necessary improvements to ensure continued growth and competitiveness.
"To our supporters, we acknowledge your disappointment and thank you for your steadfast passion and support. The standards at this institution remain as high as ever, and everyone within the football department is fully committed to meeting them.
"Now is the time for unity, not division. We believe in the work being done, we believe in the people leading that work, and we believe the foundations being laid today will deliver the success our supporters deserve.
"We move forward together with determination, accountability, and confidence in the future.
“Kaizer Motaung Jnr, Sporting Director, Kaizer Chiefs Football Club”
Durban City secured their place in the group stage of the CAF Confederation Cup with an impressive 6-1 aggregate victory against AS Port-Louis in the second qualifying round over two legs.
Kaizer Chiefs head coach Fernando Da Cruz believes his side should have secured qualification for the CAF Confederation Cup group stages long before the penalty shootout against Red Arrows.
Kaizer Chiefs' disappointing start to the season continued when they crashed out of the CAF Confederation Cup in the second preliminary round losing 3-2 on penalties following a 1-1 draw on aggregate.
Inacio Miguel says Kaizer Chiefs are more than capable of overturning their 1-0 CAF Confederation Cup second qualifying round deficit when they face Red Arrows in the second leg on Friday night.
