NSW Waratahs coach Michael Cheika was left wondering how his team emerged pointless from Pretoria after they played most of the attacking rugby against a Morne Steyn-inspired Bulls side.

NSW, seeking their first win in 11 years against the Bulls in South Africa, scored three tries to two and led 19-15 into the final quarter, only for the home team to score 15 unanswered points and record a 30-19 victory.

Five-eighth Steyn outscored the Waratahs by himself as the Bulls racked up their eighth successive win over the visitors.

The Springboks star bagged a 25-point haul through six penalties, a conversion and a last-minute try, which cruelly robbed the Waratahs of a bonus point.

"I think we deserved a lot more than coming away with zero," Cheika told AAP.

"We defended very well - we were right up to the battle there.

"Our scrum was good; we attacked well; we still made a few mistakes.

"But I think, in the end, there were some key moments where we needed just a little bit more composure sticking to our strategy and we would have got some reward."

Cheika said the Waratahs found it difficult to communicate with Argentine referee Francisco Pastrana.

Discipline aside, NSW also contributed to their own downfall by losing several lineout throws, though they performed well in the scrum.

The loss leaves NSW in 11th place, six points off sixth spot.

"We're probably a win short of where we need to be and where we probably deserve to be," Cheika said.

"There's still plenty of opportunities to string a run of games together."

NSW scored three fine tries through fullback Israel Folau, prop Paddy Ryan and five-eighth Bernard Foley.

Folau again gave Wallabies selectors plenty to think about, beating two men in scoring his try and then making the break that set up a brilliant long distance try for Foley.

In between, prop Ryan galloped 20 metres for his five-pointer following a break by openside flanker Michael Hooper.

However, Steyn kept the Bulls in the game by answering Folau's try with four first-half penalties to give the home team a 12-5 advantage at the break.

The Waratahs defence only cracked in the final quarter, when replacement Francois Hougaard and Steyn went over for close-range tries.

"They came back at us in the second half and we had to work up to the 80th minute for this win," said Bulls captain Pierre Spies.

Cheika revealed Foley had been sick all week and that 100-game hooker Tatafu Polota-Nau (knee), winger Tom Kingston (leg) and lock Sitaleki Timani (head) had all received knocks, but should be okay for next weekend's game against the Kings in Port Elizabeth.