Pryor, who was making just his second career start, had a mixed game that saw him go 19 of 29 for 217 yards with one touchdown. He also broke the franchise record for rushing yards by a quarterback, carrying the ball 13 times for 112 yards.
However, the 24-year-old threw two interceptions while in the red zone and was sacked for a loss of 16 yards with the Raiders on the Colts' eight-yard line with just over a minute left to play, leaving him disappointed with his personal performance.
"I'm disappointed in myself. Taking sacks in unacceptable," Pryor told The AP.
"This loss is on me. At the end of the day, I threw the ball away. I did awful, I thought."
Pryor had been competing with Matt Flynn to become the franchise's number one quarterback during pre-season.