Lesufi vented his frustrations at the Soweto giants for taking some of their DStv Premiership home matches to the Peter Mokaba Stadium in Polokwane.
Amakhosi will play against Royal AM this Sunday, Golden Arrows (19 Feb), and Swallows (2 May) in the capital city of Limpopo this season.
Speaking at the inaugural Athletics South Africa awards at the Thaba Eco Hotel in Johannesburg on Friday, the GP boss told SABC Sport that he was furious with the decision and that the province should prevent such things from happening.
“When I heard about Chiefs moving to Polokwane, my heart sank, and I felt pain in my chest, and this exposed the absence of leadership in Gauteng," said Lesufi.
"How did we allow that to happen? We need to ask ourselves why Chiefs decided to take their games to Polokwane."
The former MEC of Education in Gauteng said the province would bid for the best sporting events in 2023 as he looks to make Gauteng the destination of choice for citizens and tourists.
"There are three things that we want to happen in Gauteng, and I made available a special fund to the MEC of Sports to make it happen, to go out there and bid for the best events to come to Gauteng," he added.
"We have already lost out on the Chiefs deal, and we are upset about it. The first one is development, and the second is school sports. We will work with schools and we have put aside money to identify former athletes to come back and coach and train our children in the schools in Gauteng.
"We are ready and know what sports can do, and we have the budget to cover the costs. "Thirdly, we want to improve our townships and build resources, and every township should have sporting infrastructure – the plan is to build an Olympic swimming pool and an Olympic track meeting at every township.