Ryan Giggs said his Wales side let themselves down during the 1-0 defeat to Albania in Chris Gunter's landmark game.
Gunter made his 93rd international appearance in Tuesday's friendly, surpassing Neville Southall as Wales' most-capped player.
But Bekim Balaj's 58th-minute penalty spoilt Gunter's party, and Giggs rued a lack of focus as the reason for Wales' fourth defeat in five games.
"We controlled the first half and thought it was going to be easy. We should have won that game, we were in total control," he said.
"But they let themselves down.
Very disappointing result tonight! But a massive thank you to all those that travelled pic.twitter.com/ZyIEITrWFQ— Gareth Bale (@GarethBale11) November 20, 2018
"I have been in football long enough to smell when something is going to happen and I said that at half-time because players didn't have that concentration.
"We go a goal down, we don't play our own game, we are pumping the ball in their box.
"Quite simply we turned up thinking we would win and thinking someone would get us out of trouble."
Under Giggs, Wales have won just three of nine games.
Tuesday's loss comes on the heels of a 2-1 defeat to Denmark in Wales' final Nations League match.
That result sealed the team's second-place finish as Wales finished on six points, Denmark on eight and relegated Ireland on just two.