Eric Tinkler’s side entered the competition for the first time this season after lifting the Nedbank Cup title last campaign.
After a 3-1 win at home in the first leg, the Betway Premiership side completed the job with a convincing 3-0 victory on the road.
Gaston Sirino opened the scoring at the Côte d’Or National Sports Complex after 12 minutes.
Haashim Domingo hit the back of the net in the 25th minute and substitute Ethan Brooks secured the one-side result with his 52nd minute effort after replacing Sirino.
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City are now South Africa’s only representative in the competition after Kaizer Chiefs were eliminated by Zambia’s Red Arrows.
Orlando Pirates remain in the CAF Champions League but holders Mamelodi Sundowns were ousted by Angola side Wiliete SC.