The Windies dropped potential catches from Shane Watson (52) and Ed Cowan (32) early on in the second innings of their first Test loss to the Aussies.
Sammy said: "We had our opportunities but did not capitalise.
"I thought we dominated the first three days but allowed them back in. We are improving all the time, we have played against some tough opposition and only the end results need to be shown.
"We just had one bad session and that cost us. There are some positives from this match and we will look forward to the second Test."
The two sides meet again in the second Test in the Port of Spain on Sunday.