He spoke after the game to express his frustrations, saying that despite his side being the dominant of the two, Brighton defended well and took their chances clinically.
"I feel at the moment very disappointed," he said. "I think for 90 minutes we controlled the game, we were the team who controlled and who decided. In the end, they scored from two or three shots. I think nobody can say that we didn't want, we didn't try and we didn't create. But in football sometimes these kind of games happen. As I said, we're very disappointed from our side. What can we do? That's football, that's our job."
Palace had over 60% of possession in this clash but struggled to break down a well organised visiting defence that did well to limit the Eagles in their efforts to reach the danger zones.
Milivojevic elaborated, saying: "Brighton defended very well. We didn't have clear-cut chances but we were there all the time around their box, around their penalty box. We tried and they defended with a lot of players at the back, they defended well. We need to give them credit for that.
"But I think in the 90 minutes, we controlled. We had possession, we created, but in the end, they had two shots and scored two goals. That's football and why this game is a beautiful game.
"They're a good team, we're a good team. I tried to find my players between the lines. Brighton defend very well but I think we were the better team in this game from my point of view. We had a few chances, we created enough to take something from this game but in the end we didn't get anything. What can we do?"
Looking ahead to Palace's next match, Milivojevic took a brief moment to talk about the FA Cup clash with Watford this Saturday in the tournament's quarter-finals.
He was positive as he ended his interview, remarking that: "We're going to try to reach the semi-final to bring our fans to Wembley. We're going to have a whole week to prepare for that game and from Monday we are turning our attention to that one."
For more post-match reaction, head over to Palace TV either by clicking here or by clicking 'Palace TV' if reading in the app.