Viktor Gyokeres opened the scoring before Martyn Waghorn finally broke his goal duck for the season as the Sky Blues beat Boro for the first time in nine years.
“We took the game to them in the second half,” reflected Warnock.
“We had a few great chances, their goalie made a super double or triple save.
“To give a goal away like we did is a travesty. We had two players on the line and it’s gone between them. It was like a comedy.
“The game was too open for my liking. I thought we looked more threatening when we got on the ball and we should have scored that first goal.
“Dear me, we had three opportunities to score and then we hit the bar.
“We’ve got to stop feeling sorry for ourselves. It’s one of those things and it just wasn’t to be.”
Former Manchester United player Paddy McNair was initially named in the starting line-up before being replaced by Sol Bamba after feeling a niggle in the warm-up.
And Warnock added: “We obviously trained all week with Paddy in our plans, but it can happen when you go away on international duty all week. You don’t train to the same intensity and it can happen. We didn’t want to risk anything. We wouldn’t risk something like that.
“That being said, I thought Sol Bamba did brilliantly today.”
Coventry: Moore, Hyam, McFadzean, Clarke-Salter (Rose 76), Dabo, Hamer, Allen, Maatsen (Kane 83), O’Hare, Waghorn (Godden 90), Gyokeres. Unused substitutes: Jones, Wilson, Sheaf, Walker.
Middlesbrough: Lumley, Fry, Hall, Bamba, Anfernee Dijksteel, Crooks, Howson, Tavernier, Jones (Watmore 76), Ikpeazu (Lea Siliki 62), Hernandez (Sporar 63). Unused substitutes: Olusanya, Peltier, Daniels.
Referee: L Doughty (Lancashire).