Sundowns completed a domestic treble after a last-gasp winner by Thapelo Morena in extra time gave them a 2-1 win over the former champions.
Mngqithi says he knew the game was going to be won by players off the bench after Themba Zwane and Morena played a key role.
"No man, I was speaking to 'Dance' [Dan Malesela] this is one match I still want to go and watch because I think the level of competition was very good," Mngqithi told SuperSport TV.
"The intensity of the match was very good from both teams, we pushed, them they pushed us. We should have killed the game first half, we created very good opportunities from our high press.
"But unfortunately [Thabiso] Kutumela could not take one, Gaston [Sirino] could not take two and from there the game spiralled into something we don't want to see.
"But one was very happy to see exactly what one has spoken to the players because we told them this game is not going to be won by the people that start it. It's going to be high intensity game, it needs a little bit high-octane mentality.
"Because those who start it should not be able to finish it but those who finish it will help the team that was already getting tired. There was a lot of players who were cramping second-half and we knew it was not going to be easy for them to take the dose because they have a specific team that is very dangerous.
"[From] outside the team is not the same quality so I'm very happy that [Morena] scored but more than anything else I just want to thank my fellow coaches, my medical department.
"My conditioning department, our analysis department, our management, the board, the President and the Chairman of the club and the kitchen staff, the security guys at the gate, the guys who are taking care of the grass and the kit guys who always make sure we look good.
"I want to thank everyone involved in the club, including the yellow nation, I think they helped us to have the right momentum to play this game with the right intensity. The drum beat is very helpful you may not be aware, thank you very much."