The visitors had led after the third quarter of their penultimate pre-season fixture, but scored just nine points in the fourth to allow Sacramento the win.
The head coach told the team's website: "I thought we played well. It was a tough stretch down the fourth quarter. Disappointing way to end it but overall the starters got minutes. This is a tough loss but I thought it was a good way to get the minutes in and establish a rhythm.
"We're a different basketball team than in the past but the disappointing part is when you need a rebound or you need a stop we didn't come up with it.
"The good teams, the great teams, the teams that are playing in June you got to come up with that play. The Spurs lost a championship because of their inability to get a rebound when it mattered."
The Warriors play the Portland Trail Blazers in their final pre-season contest later today.