The former French U-21 international was given his chance to start the game after skipper Dominic Matteo failed to recover from an ankle injury.
He told the official Leeds website: "We had four games which were very good, but then I came in for a 4-0 defeat - that's life but I'm very disappointed," said Didier.
"It's always hard to start a game and end up with a defeat like this.
"I will look at my own performance. It didn't work out tonight, but I will keep going and keep working at it."
"Maybe Leicester wanted it more than us, I don't know. We had been working hard for 15 days since the Middlesbrough game but I don't know what happened.
"When you get a great goal against you like that one by Nilis it shakes you. If he didn't score then, I think it could have been different.
"We were still up but then they scored again straight away and it's always difficult to get back into the game after that."
"We will keep working and try to put it right against Birmingham on Saturday. It's only five days ahead of us now and it's good to have another game so soon."