SRH went down to KKR in a super-over contest in Abu Dhabi this Sunday.
SRH made 163/6 in response to KKR's 163/5 before Warner's team lost their two wickets in the super over for just 2 runs, which the opposition comfortably went past.
"I don't know where to start. That was too good a game. We probably leaked a few too many towards the back end but for us, it's about trying to finish games. We've come too close in the last three games and we haven't got across the line. I am quite disappointed," Warner said during the post-match presentation, as quoted by ANI.
"I stick by my decision (of bowling first). Obviously coming away from Dubai, this wicket here looked like a nice batting wicket and wasn't gonna change too much. To be honest, it didn't. It held up a little bit in the middle overs but at the end of the day, there's no excuse," he added.
Needing 30 runs off the last two overs, SRH scored 12 runs in the penultimate over but they lost the wicket of power-hitter Abdul Samad (23) to KKR's young pacer Shivam Mavi (1/34).
Warner then smashed 16 runs from the first five balls in the 20th against an ambling Andre Russell, who had sustained injury; however, with 2 more to get off the final delivery, the left-hander could only manage a single from a leg-bye.
KKR's in-form New Zealand quick Lockie Ferguson then continued from where he had left in the earlier phase and bowled an outstanding super over, dismissing both Warner and Samad inside three balls to make it a no contest. Later, Eoin Morgan and Dinesh Karthik played out Rashid Khan for the three runs that were required for victory.
"I thought 165-170 was a par total and you saw that towards the back end, we lost wickets at the crucial time again. He's (Williamson) got a niggle near the top end of the adductors, so hopefully, he gets some physio treatment in the next couple of days and comes up for our next game," said Warner.
The outcome meant SRH have now won just three of their nine games. The team next face Rajasthan Royals (RR) in Dubai on Thursday (October 22).