South Africa failed to qualify for the 2021 Africa Cup of Nations after losing 2-0 to Sudan on Sunday in their final Group C match in Omdurman.
Saifeldin Malik gave the hosts a fifth-minute lead in a clash of former African champions by heading past goalkeeper Ronwen Williams off a free-kick.
Mohammed Abdelrahman doubled the lead on 31 minutes, taking advantage of hesitancy by captain Thulani Hlatshwayo before firing past Williams at his near post.
The latest failure is sure to pile pressure on the national football association to ditch Ntseki, with the group phase of 2022 World Cup qualifying starting on May 31.
South Africa are in the same group as Ghana, Zimbabwe and Ethiopia and only the winners of the six-matchday mini-league will advance to the final round.