Bolton led 2-0 at half time thanks to goals from Liam Feeney and Zach Clough, but visitors Wolves dominated the game's chances after the break, and Benik Afobe scored a consolation goal from the penalty spot.
Speaking to club reporters after the game, Jackett said: "[I'm] disappointed with the result, you always should be when you lose.
"We came through a rocky first 15 minutes of the game and really had the lion's share of it.
"I felt [we were] naive in some situations, the goals against column definitely - despite my goalkeeper having a good game - and then [we played] a lot of very good football today and [created] a high amount of chances to base our season on going forward and to promise some wins in the future."
Wolves will take on Brighton & Hove Albion next Saturday.