Goals from Joao Teixeira and Kazenga LuaLua were enough to condemn the Yorkshire side to their second loss in three games, and Hockaday believes that their slow start to the clash resulted in their eventual downfall.
The 56-year-old is quoted by BBC Sport as saying: "I can't tell you how disappointed I was with our performance in the first half.
"I can't explain our slow start. It is a mental thing. We didn't play as a team, we didn't close down and when we got the ball, we gave it away cheaply. That's not good enough.
"At the end of the day, they were better than us. They showed tonight what a good team they are but we lacked a cutting edge. It was a very uncharacteristic performance."
Leeds sit in 19th place in the Championship table.