Collins Mbesuma struck once in each half as the defending champions defeated their hosts 2-0 in Polokwane to reach the quarterfinals of the cup competition.
"I think we let the game slip at times," De Sa said.
"We took our foot off the pedal and that concerns me because we dropped a bit after the second goal."
De Sa was nonetheless pleased with his side's all-round performance after they surged forward on attack and their defenders shut out the Leopards strike force.
Leopards threatened Pirates keeper Moeneeb Josephs only once, with 14 minutes left, when the Bafana Bafana shot stopper was forced to stretch, tipping a Mongezi Bobe strike over the crossbar.
"We finished strongly and we could have been three or four goals up," De Sa said.
"They [Leopards] never looked like scoring, to be honest."
Meanwhile, embattled Leopards' coach Sunday Chidzambwa brushed aside his alleged role in a match-fixing scandal, and lashed out at his side for a poor performance against the title holders.
"We gave away easy goals. They were very easy to deal with and it is not acceptable," Chidzambwa said.
"We could have done better, but it was not our day.
"Pirates played well and they deserve to go through, so good luck to them."
Leopards were dealt a blow six minutes before the half-time break when Thulani Ntshingila was sent off for a second offence.
"If it was not for the red card I think we could have done better, but these are things you have to deal with in football," Chidzambwa said.
The Leopards' mentor was one of 15 coaches, players, officials and journalists who were handed lifetime bans by the Zimbabwe Football Association this week after investigations into match-fixing and corruption.
Chidzambwa would not comment on whether the sanction would affect his role at the top-flight South African club.
"I will speak about that when I get to Zimbabwe," he said. – Sapa