The Black Cats took the lead in the game but then conceded two second-half goals in unfortunate circumstances as both Blues' goals were deflected past Simon Mignolet.
Rose told the club's official website: "When your luck's down, everything goes against you.
"I tried to go up the line to cover and slipped, and then the second goal was a deflection. It's hard to take.
"The gaffer (Paolo Di Canio) said we have to fight and try and forget about today and use the things we did well next week."
Sunderland are in 17th place in the Premier League and are only out of the bottom three on goal difference.