He was, however, pleased with the amount of pressure his side managed to put Hull under and felt that on another day they might not have lost.
"I felt we put a lot of pressure on a very good Hull team," Sky Sports News quotes Jackett as saying. "I think we were unlucky to lose the game and I felt we did well barring finding the goal.
"So there is a lot to be positive about for us, barring the finish which is such a big part of the game.
"In the second half we had a few chances but couldn't quite find that finish. We need to make sure we play with that kind of effort, commitment and energy all of the time."
Millwall are now six points off the Championship playoff places.