Leading 9-6 against their French opponents, the Tigers came apart at the Stade Ernest-Wallon due to a number of rookie errors.
"We were naive at times - we should be better than that," Cockerill told Sky Sports News. "Once they get in front they are a hard team to claw back.
"We just need to make sure we play the ball in the right areas and make the right decisions at the right times."
Leicester continue their European campaign at home to Ospreys next Sunday.