In the day’s other game, Swaziland battled hard to a 1-0 win over east African guest nation Tanzania, who had the lion’s share of the chances but were not able to convert them.
Lesotho started well in their clash and after a couple of missed chances took the lead through experienced striker Thapelo Tale midway through the first half.
It was a goal they deserved after some enterprising play, but also appeared to spark the Malagasy into life as they began to take charge of the game.
The islanders were level on 38 minutes when the lively Sarivahy Vombola found the back of the net in some style.
There were chances at either end after that, but with five minutes to go substitute Lantonirina Rabehasinmbola sealed the win with a beautiful curling effort from the edge of the penalty-area.
Tanzania, who last appeared in the COSAFA Cup some 18 years ago in the inaugural tournament in 1997, might have expected to get a win first up against Swaziland.
But despite a host of chances, the best falling to skipper John Bocco, they were stunned just before halftime when Swaziland right-back Sifiso Mabila drilled the ball home on the angle.
Tanzania were less effective in the second period and Swaziland were able to hold them off for the remainder of the game to get their campaign off to a positive start.
Tuesday will see the second round of matches in Group A and once again there are some intriguing ties to look out for.
Zimbabwe will want to build on their opening day 2-0 win over Mauritius when they meet another island nation in Seychelles (kick-off 17h00 local time; 15h00 GMT) at the Moruleng Stadium.
The latter showed plenty of guts in holding off Namibia in their opener and will need all of that concentration and skill against against the pool favourites Zimbabwe.
Namibia will want to make up for the disappointment of missing out on an opening game win when they meet Mauritius at the same venue (kick-off 19h30 local time; 17h30 GMT).
Namibia created plenty of chances in their first game but lacked the finisher up front to put them away.
Mauritius disappointed in their first game but will feel they have more to give and will perhaps fancy their chances against the Brave Warriors.
Zimbabwe could seal top spot in the pool and a quarterfinal meeting with Zambia if they win and there is not a victor in the Namibia-Mauritius clash.
Lesotho 1 (Tale 26’) Madagascar 2 (Vombola 38’, Rabehasinmbola 85’)
Tanzania 0 Swaziland 1 (Mabila 44’)
Seychelles vs Zimbabwe (KO 17h00 local, 15h00 GMT) – Moruleng Stadium
Namibia vs Mauritius (KO 19h30 local, 17h30 GMT) – Moruleng Stadium
Group A P W D L GF GA Pts
Zimbabwe 1 1 0 0 2 0 3
Namibia 1 0 1 0 0 0 1
Seychelles 1 0 1 0 0 0 1
Mauritius 1 0 0 1 0 2 0
Group B P W D L GF GA Pts
Madagascar 1 1 0 0 2 1 3
Swaziland 1 1 0 0 1 0 3
Lesotho 1 0 0 1 1 2 0
Tanzania 1 0 0 1 0 1 0
Matches Played: 4
Goals scored: 6
Biggest victory: Zimbabwe 2 Mauritius 0 (Group A, May 17)
Most goals in a game: 3 – Lesotho 1 Madagascar 2 (Group B, May 18)
1 goal – Ronald Chitiyo (Zimbabwe), Sifiso Mabila (Swaziland), Lantonirina Rabehasinmbola (Madagascar), Carlos Rusere (Zimbabwe), Thapelo Tale (Lesotho), Sarivahy Vombola (Madagascar)