There will be much soul-searching about what went wrong, and lessons to be learnt, but they can only look forward now to the challenges to come.
Here are things they need to fix.
Team selection
You can understand why coach Hugo Broos set up the team as he did to try and counter the attacking threat of Mexico, but it is tough to introduce a totally new system to players in such a huge game.
The players are not necessarily suited to the system he used, and the question is now whether he should ‘stick or twist’.
Stick to the game-plan and hope it is carried out better in their second match, or bring back what the players know and what he has played for most of the last five years.
The Czechs offer a different challenge, so he may well be inclined to change it up again.
An attacking threat
Part of the reason for Bafana’s loss was that they had no attacking outlet, certainly in the opening 20 minutes.
When they did win back possession, they found it hard to get up the field and put Mexico under pressure.
All that meant was Bafana were constantly under the cosh, always scrambling and never able to ‘get out’.
The two-up-front system is not something that necessarily works with these players and was perhaps more of a surprise than five at the back.
A central forward who can bring the pacy wingers into the game has been a staple of Bafana’s play in the last few years and what got them to the World Cup.
Playing out from the back
We can blame Pep Guardiola for this one. Bafana are trying to play out from the back rather than be more direct, but when they are put under pressure by teams with pace and athleticism, it is a recipe for disaster.
That is exactly what happened for the first goal against Mexico, where Yaya Sithole was caught in possession on the edge of the box after receiving a pass from goalkeeper Ronwen Williams.
There were several other occasions where they were caught out trying to do the same thing. It is a big risk that does not necessarily match the reward.
It works for a team like Manchester City as they have players who can work themselves out of tight situations.
More ambition
No-one is suggesting that Bafana need to be gung-ho against the Czechs, far from it. But they do need to show more ambition in attack.
If you sit back and allow teams to attack you, you bear the consequences.
The best way to even the game and apply pressure on the opposition is to attack them and try to unsettle their game-plan, giving them something else to think about rather than simply worrying about how to break Bafana down.
Better in the air
The Czechs are one of the best teams in the World Cup from aerial situations and they will be a huge threat from set-pieces and corners.
And this is where South Africa have struggled in the past. Defending balls into the box has been a real problem for the team and the Czechs will know this.
How Bafana sort this out, especially after losing Sithole to a red card, who is a good player in the air, remains to be seen.
But the warning signs are there.