Rovers pulled off a shock by defeating Arsenal at the Emirates Stadium on Saturday but suffered from an FA Cup hangover at the KC Stadium as they tasted their first defeat in seven.
Appleton said: "I think obviously after the euphoria of Saturday there was always a danger of the players being unable to pick themselves up and repeat the type of performance they showed.
"You've got to give credit to Hull. They started the game okay and they certainly came out of the blocks second half really well."
The one silver lining for Rovers was goalkeeper Jake Kean, who followed up his cup heroics against Arsenal with two more impressive saves to deny David Meyler and Jack Hobbs.
Kean's form is currently keeping former England international Paul Robinson on the sidelines, and Appleton added: "He's obviously a lad who's had an opportunity and his reputation is growing game by game.
"He's got half a chance, the kid. At the start of the season he was probably third-choice goalkeeper and he's taken the mantle on and he's earned the right to be number-one keeper at the minute."