Talking to reporters after the match, he said it was always devastating to lose a game.
'It's even more devastating when you lose a series,', he said and added that he was not a good loser at all.
England crumbled to 237 all out, losing the last seven wickets for 84 runs, after the exit of Pietersen, who made a strokeful 77, despite not being 100 per cent fit.
Pietersen was drafted into the side for this important match after he missed the third One-dayer at Goa due to a stomach ailment.
However, he said the next three games would help the team get things right and achieve at least some goals they had set before the start of the series.
''Though we have lost the series, we should start delivering as a team in the remaining three ODIs'', he said.
He described the Indian team as a very good side that had good depth in batting. ''They have a good seam bowling attack and the spinners made things extremely difficult for you in the middle''.