But Gatland, who admitted England wing David Strettle might have grounded the ball in a hectic last play, saw it as a job well done despite going down to 14 men in the second half.
Fly-half Rhys Priestland, who was yellow-carded for an offside tackle, was the guilty man but Gatland refused to draw on the negatives.
"I said to the players before the game they had a chance to create history," Gatland told the North Wales Daily Post after seeing full-back Leigh Halfpenny kick 14 points.
"They've done that and I'm delighted. It was a great Test match. England's defence was excellent but maybe the occasion got to some of our younger players.
"Leigh Halfpenny missing his first kick and maybe Rhys Priestland did not have his best game but he came through that.
"We showed signs of great composure and character, that's a sign of a team which will get better in time.
"If it had been awarded a try we wouldn't have complained. Toby (Flood) would still have had to kick a conversion to tie the game.
"We played better with 14 men than 15. We were guilty of trying to move ball in first half without having earned that right. Keeping the ball in that 10 minutes was the turning point of the match."