Clyne sealed a loan to Bournemouth for the rest of the season on Friday, a move that blindsided Warnock.
Warnock confirmed his side's interest in the 27-year-old last month, with Clyne struggling for game time at Anfield.
The Bluebirds boss was under the impression that Clyne would move to the Welsh capital on loan, and was dismayed to see the move fall through.
"I’m disappointed with Nathaniel Clyne and Liverpool," Warnock told BBC Sport after his side's shock 1-0 FA Cup loss to League One side Gillingham on Saturday.
"To see on TV he’s gone to Bournemouth when I’ve been promised he’s my player is for me a disgrace and a lack of class."
Warnock was especially disappointed given his history with Clyne, with the manager having given the full-back his professional debut in 2008 when the two were at Crystal Palace.
"Having known the player and given him his debut, I'm disappointed not just with the boy himself but with Liverpool as well for not ringing me," Warnock said.
The 70-year-old also felt that Clyne's late change of heart may have cost him other players that Cardiff were targeting.
"The reason I'm disappointed with Nathaniel and Liverpool is that I've lost out on three players because of that by waiting," Warnock said.
"I lost out on a couple of full backs and a striker, so I'm doubly disappointed."
"I probably should have been illegally tapping him up, but I've done everything right and then Bournemouth come in and I suppose Bournemouth paying £19 million for (Dominic) Solanke probably whetted their appetite a little bit."
The Bluebirds are currently fighting to keep their Premier League status, sitting one place and two points above the relegation zone.