Jamie Ward thought he had earned the Rams a point when he cancelled out Gedo's opener just six minutes from time.
But Ahmed Elmohamady struck soon after to give Hull the points.
"It would have been a thoroughly deserved point," he said. "It was a very good away performance at one of the favourites for promotion and I can't ask any more from our players whatsoever," he said.
Clough expressed frustration at a handball he believed went unnoticed in the build-up to Hull's winner, adding: "That's two major decisions in four days that have gone against us."
However, he confirmed the Rams were unlikely to appeal Gareth Roberts' late red card for a high tackle on Nick Proschwitz.
"He's gone for the ball definitely, but with the ball being off the ground he has to be off the ground as well," explained Clough.
"We don't usually appeal these things unless it's blatantly obvious, so I don't think we will be, but it certainly wasn't intentional."