Spain would recover and lead, only to concede a late equaliser as Ronaldo completed his hat-trick , but De Gea, 27, was relaxed about the result and his performance.
"The mister [interim coach Fernando Hierro] is with me and the whole team, so I am calm," he said.
"It's a mistake, a difficult ball, [but we] continue training to do things well in an important game against Iran because we have strong options to win.
"We deserved more but football is like that, it can happen to you, only those of us who put on our gloves and go out in the field know how hard [it is]."
Iran, who are surprisingly atop Group B, are Spain's next opponents in Kazan on Wednesday.
Spain will round out group play with Morocco, who suffered a late loss to the Iranians in their World Cup opener .