Warnock insisted that the Whites were the better side and would have recorded a comfortable victory if they had been more clinical with their chances.
He told Sky Sports News: "I think the last time I felt like this I was in Vietnam getting my pockets picked by a 75-year-old woman.
"I don't think I've been as disappointed as this all season, I don't know how we haven't won that. I feel like I've been mugged. You cannot miss chances like we have.
"We had a few words at half-time and we were better in the second half, we dominated. You have to die to get your goal. We had chances to win the game but we go back home, tail between the legs and we have lost another game."
Defeat at Turf Moor means that Leeds lie in 15th place in the Championship table, four points off the playoff places.