Rovers rarely threatened at the KC Stadium with a subdued display as the home side scored two second half goals to claim all three points to strengthen their place at the top of the league.
"It was a difficult night," said Appleton after the match. "It was a worry of mine going into the game that the euphoria of Saturday might affect the performance tonight and ultimately, for whatever reason, I think that is what happened.
"It was a scrappy affair, I knew the first goal was always going to be important. We knew that they get a lot of crosses into the box, that was why we shaped up like we did with Williamson on one side and Karim on the other.
"We nullified that to the best we could for the first 50 minutes of the game, but the first goal changed the game a little bit.
"Then we didn't deal with the disappointment of conceding the first goal, we should have stuck in there and made the game a little bit harder than it was after that.
"You can nitpick, and we will do because it is our job, but if you allow balls into your box as easily as we did in the last half an hour or so then you are going to concede.
"We got done at the far stick which is really disappointing because we spent an hour yesterday day dealing with balls going there because we knew what their strength was.
"With these midweek games especially towards the end of the season you do get strange results as we've seen and I think that will continue.
"That is when you have got to be at your best in terms of concentration to not let that happen.
"Hull over the period of the season so far, from a consistency point of view, have been very good. They've won a lot of tight games as we've seen again tonight."
Rovers are back in action on Saturday when Leeds United are the visitors to Ewood Park. Tickets are on sale to those supporters with a database history of purchasing Rovers tickets. Priced from £19 for Adults, £12 Seniors and just £1 for Juniors.