Hull manager Nigel Adkins could not believe his team left Middlesbrough pointless after a couple of big incidents in their 1-0 defeat at the Riverside Stadium.
The Tigers lost courtesy of Britt Assombalonga's 25th-minute tap-in from Ashley Fletcher's low cross into the area and there were numerous chances at both ends to add to the scoreline.
But some big misses and a stunning late save from Middlesbrough goalkeeper Darren Randolph, when he tipped Kamil Grosicki's stoppage-time free-kick against the crossbar, ensured the scoreline stayed the same.
Adkins also felt Hull should have had a second-half penalty when Jonny Howson appeared to pull Frazier Campbell when he looked to get on the end of Jackson Irvine's delivery.
Adkins, whose side are five points behind sixth spot, said: "How have we not won the game? We played well for 20 minutes in the first half and we had good opportunities in the first half, loads of opportunities in the second half.
"I think the referee [Robert Jones] is going to go to the top of his game but how he has not given the penalty, he has to give it.
"And you can see why Randolph is in the team of the year, he got a fingernail to push it on to the bar and it's a fantastic save. We have tried everything we can to win a game of football.
"Fraizer had a tap-in. Howson came from behind, totally pulled him and unbalanced him. How can he not give that, how the four officials can't give that? I can't fault the players, we have had a go, kept going forward, we were adventurous going forward.
"We need to win every game going forward, we have to keep working through the process, and see if we can put ourselves in a position. It's challenging, you have seen the commitment, it's pleasing and it's a shame because we didn't deserve the result."
Middlesbrough manager Tony Pulis disagreed and felt his players created enough chances to have made the game safe after Assombalonga's goal, with the striker also hitting the bar in the first half.
Boro did enough to cut the gap to sixth place Bristol City, although it looks like Daniel Ayala will not play in the run-in because of a knee injury sustained after a fall in the area.
Pulis said: "It's déjà vu, the chances we had first half, we should be scoring more than one goal. It was edgy in the end, they threw balls forward because they had nothing to lose.
"We still had three opportunities to get the second. I think we had seven where if we hit the target we score. We have done that a lot of times this season.
"The lads should relish playing here, it's a fabulous stadium, a lovely pitch, but they do get nervous and I don't know why. Hopefully that gives us the confidence going forward.
"Losing Dani is a blow for us. Danny Baath went back in January and George Friend is missing as well. The gods have not been with us in lots of ways. We will wait and see how Dani is, he has been taken to hospital.
"Darren has been brilliant all season. He is a great lad, nothing fazes him. I am pleased with the result, pleased to get a second win on the bounce."