Assistant manager Rob Page - who stepped up to lead Wales after Ryan Giggs' arrest - was held to a 0-0 draw against the USA.
Wales were unable to find the net in their first competitive fixture in SA1 for seven years.
The Dragon's were without Gareth Bale after he picked up an ankle injury against West Brom in the Premier League.
MATCH FACTS
Wales: Ward; Gunter (c), J Lawrence, Lockyer, Roberts; Smith, Levitt; T Lawrence, Wilson, Matondo; Moore
Subs: King, Williams, Davies, Rodon, Brooks, Williams, Ampadu, Morrell, Norrington-Davies, James, Sheehan, Johnson
USA: Steffen; Dest, Brooks, Miazga, Robinson; Adams, McKennie, Lletget; Reyna, Gioacchini, De La Fuente
Subs: Horvath, Odunze, Gioacchini, Ledezma, Ream, Otasowie, Richards, Cardoso, Soto, Cannon, Llanez, Weah
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