"I had said then that it was the biggest upset in the history of cricket. I can't say for sure whether that is true but it definitely has been the biggest disappointment for me," said Ponting.
Australia went down to underdogs Bangladesh by five wickets at Cardiff in England but Ponting said it had just been a bad day in the field for the Aussies.
"There is always more luck involved in One-day cricket and we did not have a good day out there," said Ponting, who also became the first captain since Allan Border in 1986-87 to lose the Ashes to England last year.
Ponting, whose captaincy has been criticized in the past despite the 2003 World Cup triumph, led his team to a creditable 3-0 Test series win in South Africa before embarking on Australia's first full tour of Bangladesh.
Ponting, who edged out star leg-spinner Shane Warne and dashing wicketkeeper-batsman Adam Gilchrist to succeed Steve Waugh as captain, has an enviable record at the helm.
The 31-year-old has won 20 of 28 Tests as captain with five draws and just three losses. In one-dayers, he has led his team to 90 wins from 119 matches with 22 losses, five no-results and two ties.