The captain reached the remarkable milestone in Friday night’s fixture at Headingley.
However, Warrington spoiled the party when they inflicted a surprise 29-10 defeat on the Super League leaders.
It ended Leeds’s six-match winning run and was only their second loss of the year having also fallen at Warrington in March.
Sinfield, who came off the bench in the second half when Rhinos were 20-4 behind, admitted: “The result was disappointing.
“To play 500 games is very special and for it to be at Headingley was great, it was just a shame with the result.
“We invested a lot in the St Helens game (the week before) and that might have hurt us.
“But I don’t want to take anything away from Warrington,” he said.
“They are a very good side. They took their opportunities and were very clinical.”
Sinfield is only the fourth player to reach the figure for Leeds and he received a post-match presentation on the pitch from the other surviving member of the 500 club, John Atkinson.
Of all the matches he has featured in with the West Yorkshire club, the 34-year-old rates the 2012 Grand Final victory as his most memorable.
“All the finals have been special,” Sinfield said, having led Leeds to six Old Trafford successes, three World Club Challenges and a Challenge Cup triumph.
“The first one, in 2004, was brilliant and the Challenge Cup last year stands out, but I’d probably say the 2012 Grand Final.
“It was memorable bearing in mind what had gone before that, winning it from fifth in 2011 and then doing it again.
“We had a really tough run in the play-offs and to play Warrington again – after they had beaten us quite convincingly in the Challenge Cup two months earlier – was very, very special.
“I got the Harry Sunderland (man of the match) award as well, so it was a good day all round,” he added.