Both sides were held to just two shots on target in a tight encounter – with Hatters old boy Antoni Sarcevic proving the difference with his classy winner soon after half-time.
Challinor said: “It felt like a play-off game out there, where nobody wants to take too many risks.
“They took one moment of quality, coupled with an individual mistake, and that ultimately separates the teams.
“We didn’t deserve to win the game, can you say we deserved to lose it? I’m not sure how much what you ‘deserve’ comes into it, and we can’t have any complaints about the result.
“Bradford played the conditions and the pitch really well and we didn’t. They’ve dropped on second balls and got themselves high up the pitch when they needed to but we found that difficult to do and didn’t punish their press by playing through it enough.
“We’ve worked their goalkeeper once in 96 minutes, and that doesn’t meet our standards, or my standards as a manager. We were pretty toothless and I want us to be better than that.
“Bradford created nothing other than that moment of quality. I expect miles more from us, and the players should expect miles more from themselves based on the attacking players we have on the pitch.”
Challinor was unhappy with Lewis Bate for failing to deal with the cross from Lee Evans that fell to Sarcevic to blast home.
“It’s a poor decision. Batesy needs to clear the ball on his right foot.
“We don’t clear the ball and it ends up in our net. We’ll see if players learn from it.”