Having been bowled out for just 182 runs from 45.2 overs, Cook's team eventually lost the match by seven wickets.
Reflecting on the performance, the skipper was unable to hide his unhappiness.
"We're clearly very frustrated, disappointed - especially with the manner of the dismissals," he told BBC Sport. "I don't think I've played in a game where we've given away so many dismissals before.
"These things can happen. It's very frustrating when it does happen to you, especially in a series that's there to win."
The five-match series is now level at two wins apiece.