The Teesiders lost 2-0 at Loftus Road, leaving themselves without a win in their last seven games.
"To go out and be a goal down after three or four minutes, especially against a team who haven't been conceding goals, left us with a tough task," PA quotes Mowbray as saying.
"I'm sure that gave QPR a lot of belief and to give them such an early start was frustrating. There was a slight improvement in the second half but it wasn't enough.
"That's the fourth penalty in three games we've conceded. You've got to give yourself a chance to win football matches and to give the opposition chances like that is frustrating. We came here full of expectation that we could get something, but we didn't and we didn't deserve to."
Boro are languishing in 18th place.