Wolves struggled for most of the first half and conceded two avoidable goals from Tanguy Ndombele and Harry Kane.
They fought back and earned a draw, before losing 3-2 on penalties, and although the head coach was pleased with their ‘focus’, he was ‘disappointed’ with the goals they gave away.
“We analyse every game and every training is a time to bring good things,” Lage said.
“What we brought from the previous game against Brentford was this, we suffered one goal and cannot go for the emotional side of the game.
“We need to continue to be focused and follow the plan because we have plenty of time to return in the game.
“2-0 down and we have the power and strength to focus on our strategy and plan to bring the game to us. In that way, yes (I can take positives) and learn something for the next game.
“The way we are creating chances and playing – from one side is the positive thing – but the way we are conceding chances and goals makes me very disappointed.
“These are the things we need to work on. With the way we work we don’t deserve to concede easy chances.”
Yerson Mosquera, on his Wolves debut, was stretchered off after only six minutes and looked distraught as he left the field.
When asked how he was, Lage said: “I don’t have any (update). Maybe it’s a muscular problem.
“It happened in pre-season and he worked very well to recover. He’s been training with us for around one month and played with the under-23s, so it was a big surprise and very disappointing for him.
“He’s a great kid and a good player for us – for the present and the future. He doesn’t deserve that, after five minutes, to come out.
“But this is football. Now is the time to give all the confidence and time to return stronger.”
Rayan Ait-Nouri also came off in the second half, seemingly with a concussion as Wolves were granted an extra substitution, but Lage expects him to recover well.
“I don’t have any information on him, the referee just said we need to change him,” he added.
“It was so quick that I didn’t have time to speak with the doctor, but after he looked fine. Let's see what happens.”