Sam Allardyce was left to rue a series of missed chances and some poor defending following the 2-1 defeat to Sunderland.
Blackburn had two goals disallowed, with the first arriving after just a few minutes when Christopher Samba headed home following a foul by Jason Roberts on goalkeeper Marton Fulop.
Allardyce disagreed with the decision, while he was also disappointed with the lapses at the back that allowed Kenwyne Jones to equalise towards the end of the first half.
Gael Givet had broken the deadlock in the 21st minute but Blackburn could not find the target again despite creating several good opportunities.
"We thought we had scored a perfectly good goal after just two or three minutes, and then the whole result could have been completely different," Allardyce told Sky Sports.
"Then we had our own deficiencies in the way we allowed Sunderland to score, because that was a diabolical piece of defending from us.
"From the other opportunities we created I am very disappointed that we haven't at least managed to get a draw, but that is how cruel the Premier League can be.
"We have got nothing from the game when we dominated for long periods. In the end we have missed too many easy chances that we should have converted to get us a draw and it is bitterly disappointing."
Nikola Kalinic squandered the best openings but Allardyce defended his new Croatian signing.
"He didn't have his shooting boots on but he did get into good positions which is nice to see," said Allardyce.
To add to Allardyce's misery, Franco Di Santo and Ryan Nelsen are both facing spells on the sidelines after coming off injured.
"Franco has pulled a hamstring and we're not quite sure why that's happened. It looks like he's got a weakness from the hamstring he pulled last year," said the Rovers boss.
"Nelsen's knee has flared up again and that is a medial ligament which is a very dangerous one now."