The Eagles were beaten at home in the Premier League for the first time in 2025/26 after goals from Joshua Zirkzee and Mason Mount gave United all three points.
Nketiah, who replaced Ismaïla Sarr in the first-half, was part of an Eagles' attack that created plenty of chances before the break, but ultimately only had Jean-Philippe Mateta's penalty to show for it.
"I think we had some good moments throughout the game," Nketiah reflected. "I think we just didn't take the chances when we had them and obviously we conceded two set-piece goals which is disappointing.
"We want to be more ruthless in front of goal and take our chances to kill the games off when we have the momentum.
"In this league, everyone's capable of getting a goal and they had two set-pieces which they scored from, so yeah, we're disappointed."
Despite a first home loss in the Premier League since February, Nketiah is already focused on bouncing back, with two away games to play this week against Burnley and Fulham.
"Obviously it was a quick ball in behind for them [for United's first goal] and a good finish," he added. "I just think we just switched off a little bit, probably once or twice and they capitalised on it.
"But we just have to keep working. There's another game in just three days' time, so there's no time to dwell on the past. We've got to move forward and give our all in the next game."