Brayan Leon scored the only goal of the first leg at the Hammadi Agrebi Stadium on Sunday evening with a powerful header at the start of the second half.
But Sundowns were far from dominant throughout the tie and may well have found themselves a goal down had Ronwen Williams and the frame of the goal not come to their rescue.
As the two teams prepare to face off at Loftus Versveld this weekend, Allende explained that it will take another disciplined display from his team to get over the line and claim their place in the Champions League final.
"We know that Esperance is a strong team in many ways, so we need to keep focused," he said on IOL.
"We need to play from the first minute and go for the win. We always look for a win.
"It's still open, the qualification for both teams. We need to play another game, and we need to finish the game there in Pretoria with our people.
"Every year they have different types of play. We prepared well with the coaches, with the players, and we could win the game, big game for us, but it's not finished.
"It's football, everything can happen, but we need to focus on our behaviours, on our game, on our ideas, check the game and prepare in the best way, where we can attack, where we can hurt them and win the game."
