A 10-man Sundowns suffered a disappointing defeat at the Chatsworth Stadium on Saturday after midfielder Bongani Zungu was red-carded in the first half.
The Brazilians have lost two matches and drawn one and won one in the Premiership thus far.
"People are spreading lies that our coach was under attack, that is not true," Sundowns media officer Thulani Thuswa told KickOff.
"After the match Pitso went straight to the dressing room and the police were there because they are always at matches - the match was incident free.
"In fact, we as Mamelodi Sundowns, we would like to thank supporters who travelled all the way from Gauteng to watch the match and support us.
"For our next match against Ajax Cape Town, we won't put in extra security because we know our supporters are well behaved."