Junior Dion scored the only goal of the game at the Lucas Moripe Stadium at the weekend after 37 minutes.
Sundowns still have a chance to progress to the final with a positive result in the second leg on Sunday, but first they must rediscover their form against Arthur Zwane's Usuthu.
Looking ahead to the game, Modiba explained that Downs must take the positives from their recent loss into Wednesday's league clash.
"Playing AmaZulu is never easy of course but right now we need to shift our attention to the league game because obviously we suffered a loss against Arrows but we’re taking the positives from that game into the league game,” he said on IOL.
"At Sundowns we always try to not lose consecutive games so we have to bounce back and collect all three points," added Modiba.
Downs have won their first two league games, against TS Galaxy and Marumo Gallants, while AmaZulu overcame Stellenbosch and Siwelele while drawing with Orlando Pirates.
"Of course it's important to collect points at home because if you do that then you stand a good chance of doing well in the league.
“If you look at the last league game at home, we did well and hopefully we can replicate that performance,” concluded the Sundowns defender.
Golden Arrows will look to break their scoring drought when they host Stellenbosch FC, while newly promoted Milford FC aim to continue their impressive league start when they face Polokwane City in Wednesday's Betway Premiership action.
Richards Bay head coach Ronnie Gabriel says his side are gunning for their first win of the new Betway Premiership season against Kaizer Chiefs at home on Wednesday.
Orlando Pirates coach Abdeslam Ouaddou has challenged Sebastian Pedersen to raise his fitness levels after getting his first glimpse of the Norwegian striker in competitive action.
Mamelodi Sundowns coach Miguel Cardoso has defended his decision to hand Lebo Mothiba a rare start against Golden Arrows, insisting the striker's performances in training warranted an opportunity in the MTN8 semi-final.
