There was a big chance for Wednesday to level in the second half when a penalty was awarded, but Jordan Rhodes was thwarted by Robert Green from the spot to leave Carvalhal frustrated come the full-time whistle.
"We didn't come here to try to protect our goal and achieve on the counter-attack," the Portuguese is quoted as saying by the Sheffield Star. "We tried to play our football and I think we did well.
"Keiren Westwood didn't have much to do and one mistake that we did, Leeds scored the goal. After this there were positives, we tried and tried, achieved a penalty and had a few chances before that but we missed the penalty.
"That we didn't win wasn't because we didn't try, because we didn't fight or create chances, it was circumstances in the game. We missed a penalty, that is a part of the game. We win together and lose together and the responsibility is mine."