Ole Gunnar Solskjaer saw Manchester United's recent improved form halted at Bournemouth and conceded his side took "a step back" in their 1-0 loss.
United arrived at the Vitality Stadium having won three in a row on its travels in all competitions.
However, it never looked like extending that run to four matches as United academy graduate Joshua King scored the only goal just before the interval.
The defeat left Solskjaer's side with 13 points from 11 Premier League games - its lowest return at this stage of a top-flight campaign since 1986-87.
"You are always very down when you lose and considering the form we were in, we were hoping to take the three points," Solskjaer told BBC Sport.
"It is a step back for us today, but we need to shake it off and go again.
"We could not capitalise on the good start and a moment of magic won the game for them, sometimes you just hold up your hands and say, 'Well done'."
Bournemouth had not scored a goal for 358 minutes before King struck when he swivelled and fired beyond David de Gea after spinning past Aaron Wan-Bissaka.
That proved enough to get the win as the Cherries recorded a third successive clean sheet after not doing so in their first eight Premier League games.
"We know we can score goals but in the past our problems have been keeping clean sheets," King told BT Sport.
"When you get the goal, they start coming. We've kept a clean sheet for three games now.
"We backed ourselves to score in the next few games and we managed it today."
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