The five-time world champions took a first-half 3-1 lead before Egypt came back to draw after the interval.
However, a last minute spot-kick from Kaka won the game for Dunga's side and La Gazetta Sportiva was first to admit that Brazil struggled against the six-time African champions.
"Egypt reacted superbly when they scored their first goal just minutes after Brazil took the lead," the paper wrote.
"The real come back was made in the second-half and it all came down to Hassan Shehata's clever decision to bring on Ahmed Eid Abdul-Malek."
Similarly, Zero Hora commented on the game by stating the Egypt were the better side throughout large parts of the encounter.
"After thinking that Brazil will register an easy win, we almost endured a bitter defeat at the hands of the tough Egyptian side," said the paper.
"Brazil were very lucky that Kaka managed to convert a final-minute penalty."