“We’re bitterly disappointed with the performance,” Agnew told BBC Tees.
“They are a driven group of players who want to get where we all want to and I’m fully confident that they will.”
The defeat marked the Teesiders second consecutive loss against a side in the relegation zone, having been beaten 1-0 by Rotherham in midweek.
Middlesbrough remain second in the Championship, seven points behind League leaders Burnley with a game in hand, but have won only five games in 2016.
Agnew continued: “To concede two goals like we did, it’s not like us as a team.
“We never created too many chances – we were on the back foot more than we were on the front foot, so it was disappointing for everybody.”
Boro have lost three of their last four league matches and will need a better performance on Friday if they wish to beat third-placed Hull City to retain their position in the table.
“As it’s one of our close rivals, everyone will be ready and fired up for the game,” Agnew added.
“Having been in the top two most of the season, that’s something that we strive to continue to stay in.
“They’re all big games now – we’re almost on countdown.”
Fifty-year-old Agnew – who previously stood in as Middlesbrough’s caretaker manager following the departure of Gordon Strachan in October 2010 – declined to comment on the position of Aitor Karanka following the statement issued by the club on Saturday.
“We’ve got to respect the decision that’s been made by the club. I don’t need to comment on anything other than the football side,” he said.
“We’ve just got to look forward to the games we’ve got coming ahead and we’ve got to look forward to the rest of the season.”