A costly error from goalkeeper Allan McGregor saw Bruce's men leave Belgium empty-handed.
They now have a deficit to overturn in the return date of their Europa League qualifying play-off at the KC Stadium next Thursday.
Bruce is confident his side will approach that contest in the right manner, with there still plenty of positives to be taken from their latest continental outing.
He said: "We have learned the first lesson of what we are playing in Europe, and that is concentration.
"We made a mistake which cost us the game. Our keeper saved a penalty last Saturday against QPR but today he made a mistake and it's an awful way to lose the match.
"We were very comfortable in the game. We had four good chances to score but we didn't and then he made a mistake in the second half, then they got after us much quicker than in the first half."
Bruce added on the challenge facing Hull: "It's going to be difficult in the return leg.
"I have never said that Lokeren was going to be a breeze because no game in Europe is. Lokeren were fifth in the league, they won the cup and they have good players.
"Now we have to try and win the game at home but the difficulty is that we don't have an away goal. I know it will be a full house so we have to win it before our crowd and we have to qualify."
Sone Aluko was also left to rue McGregor's mistake in a contest where Hull held their own for long periods.
"We had a very good game today but it is a pity that we lost," he said.
"We had some good chances but we still conceded a goal through a mistake. I think Lokeren have a good team. They are very well organised and they played a good game.
"We tried to come back but we didn't get the goal so we are disappointed tonight to lose here."