The Latics lost the tie 4-2 on penalties at home to the League Two outfit after it finished goalless after extra time.
"I never felt that we lost concentration or allowed Bradford to have a big say in the game," he is quoted as saying by Sky Sports News.
"I think we controlled it really well, and we were very unfortunate not to convert any of the chances.
"That was why it was a feeling of frustration more than anything."
Wigan are away at Tottenham Hotspur in the Premier League on Saturday.