Grayson is without a host of players because of injuries and suspensions and Town failed to give the hosts any real problems.
But Boro had won just one of their past four league matches prior to the match and they were upset 3-1 by lowly Bristol City on Saturday and Grayson expected his Terriers to give Tony Mowbray's men a harder night.
"I'm disappointed because I didn't think we turned up tonight," Grayson said.
"When you come up to Middlesbrough, the Riverside, you know you're up against a good team who were looking to bounce back from the weekend's result.
"They are a good, fluent football team who can create chances and we had too many players who were off it and allowed them to do what they're good at doing.
"It was a poor performance from us tonight and we got what we deserved basically."