The Brazilians have expressed concern about comments allegedly made by the referee to the fourth official, in which he asked "are you with us or with Sundowns" as the teams were about to return to the field after the break.
The match, which ended in a 2-all draw, was played at the Cape Town Stadium on Tuesday night.
Oblivious to the Sundowns technical team member within earshot, the match official allegedly uttered the words that have now formed the bases of an investigation.
In the letter, the club would like the referee to explain what he meant with his statement and also request Safa to investigate the matter.
Sundowns' senior adviser and communications and marketing manager Joe Latakgomo confirmed yesterday that they had written a letter of complaint to the PSL and Safa to this effect. But he would not reveal the contents of the letter.
Safa head of communications Dominic Chimhavi said a complaint should first go to the PSL before it could be forwarded to the national controlling body.
Safa acting head of referees Ace Kika would not comment about the alleged incident, saying he will only talk after all match reports had been submitted to them by match commissioners.
"That is why I can't even give you the names of match officials of that particular game," he said.
Ajax public relations officer Thabiso Mekuto said yesterday that they were unaware of the incident.
Match officials have increasingly come under fire early in the season due to some poor officiating. The league has had to deal with two cases of misconduct after Steve Komphela of Free State Stars and his Bloemfontein Celtic counterpart Clinton Larsen were charged and fined for criticising referees.