Boro's preparations were not helped by a two-hour journey from their hotel to the ground due to the adverse weather conditions.
Marvin Emnes had the chance to salvage a point for the visitors, but his penalty in added time was saved by Kasper Schmeichel to condemn Boro to a third straight defeat.
"We are very disappointed as I think we did enough not to lose the game," said Mowbray.
"We created enough chances to get something out of the game. We played against a good side who have been free scoring all season going forward.
"They hit the woodwork three times, but we had some really clear cut chances as well.
"We didn't stick them in the back of the net and goals change games. We have to be more clinical and it is a very frustrated dressing room.
"To have a penalty going into injury time and not score is very frustrating. But there a lot of positives, enough to know we can go on our travels and win.
"We have got nothing to fear and we go into all games knowing that we can win them. But we need to be more clinical."