Robert Koren fired the hosts ahead inside 10 minutes with David Meyler adding a second in second-half injury time.
The Terriers have now gone six matches without a victory and Grayson said: "It is disappointing because we did a lot of work on trying to match Hull and the way they play.
"But inside eight minutes we were a goal down to something that we had worked to prevent.
"We tried to change formation and get something out of the game but it was disappointing that we didn't create too many opportunities and when you look back their goalkeeper David Stockdale has not had too much to do.
"Hull are a good team, we knew that by watching the DVDs. But we didn't do to them what they did to us and that was pass and move it.
"It will take hard work to get out of this poor run. We will just have to work hard on the training pitch.
"We have got a lot of belief and confidence, and the players have got what it takes to go on a winning run."