The hosts leveled the aggregate score when Ahmed Abdul-Ghani scored the opener after 14 minutes.
He capitalized on a poor headed clearance by a Sundowns defender to volley home from inside the area.
"I was prepared to shoot goalwards because I expected the defender to miscue his header," Abdul-Ghani told Nile Sports channel after the game.
It looked as though the game would need an extra time but Amr Al-Dali became an unlikely hero to seal a precious victory for Al-Hodoud two minutes from time.
The Sundowns guardian easily gathered Al-Dali's left-wing cross, but the ball somehow slipped out of his grasp and went into the net.
"It went in, thankfully. I was attempting to cross but the keeper helped me by pushing the ball into his own net," Al-Dali said.