The Tigers beat League One side Sheffield United 5-3 at Wembley last Sunday, setting up a final against Arsenal next month.
"I think the players were looking for passes out, and quite a few succeeded. There were a good few who stayed down in London. Put it this way, there weren't many on the coach home. Just two, in fact," the Daily Mail quotes the manager as saying.
"What the rest got up to, I don't really want to know. To be fair, it's not every day you get to an FA Cup final if you're Hull City, so why not enjoy the moment. When you're old and grey like me, you're probably past all that. I'm too old to go out on the town. In fact, I'm tucked up in bed by 11 o'clock, too exhausted for anything else.
"I hope they had a good time. Apparently they did, and they all got back in one piece. They have been back in training all week, and have prepared really well for the Arsenal game, so there's no harm done."
Hull also face their FA Cup final opponents in the Premier League this weekend.