The Seasiders went down 2-0 to Leicester at the King Power Stadium after Andy King opened the scoring in the 10th minute and Lloyd Dyer capped a fine individual performance with a second-half effort.
Leicester were relegated under Holloway in 2008 and he quipped: "It's another disappointing night for me in this ground.
"I probably had far too many of them for the supporters who were cheering and if I bought every ticket in a raffle I still wouldn't win here."
Kasper Schmeichel made a fine stop to deny Gary Taylor-Fletcher shortly before Leicester's opener, and Holloway added: "Goals change games. I think we forced their keeper into one magnificent save before they scored and then they go and get a toe-poke underneath my goalie, who had made a couple of good saves. They got the energy from that.
"I thought we looked a little bit tired, a little lethargic and a little unsettled when Alex Baptiste came off. We'll dust ourselves off and not worry too much about it."