Phiri-Jnr revealed this to SABC Sport yesterday, during Al Hilal’s final training session at a wet Loftus Stadium, where they will face The Brazilians in their opening CAF Champions League Group B encounter this afternoon.
"They wanted me. I spoke to Coach Pitso, they wanted me but... It was a good conversation but, even with Rulani, we've been really good friends and he's wanted me in his teams but deals never materialised," revealed the 29-year-old.
"You know how football is, but you move on as a player. So, ja. It would have been a pleasure to play for such teams but it never happened."
With a South African grandmother and a child in the country from his time in the PSL, he is familiar with a lot of things in South Africa and believes Sundowns are beatable.
"The dominance is there, I've watched a lot of games, and the weaknesses are there too. I watched a game against Chippa, who gave them a run for their money," he added.
"You'll see, based on our quality, we can challenge them. I feel like most teams come to Sundowns already scared of losing, so they don't come out to get a result.
"We're coming to get a result, so from the games I've seen, we can challenge them because we've got a really good side with a lot of quality, and if Chippa – no offense to them – gave Sundowns a run then what's stopping us from challenging them and getting a result?
"I think every team has its weaknesses, even Man City. So, we have to be brave, we are brave, and the coach has said we need to be brave, so we're going to go out there and be brave.
"They might have more experience [in CAF club competitions] than us, but at the end of the day it's 90 minutes [that will decide a winner]."