The Dane saved a penalty from Cole Palmer, but was beaten by Marc Cucurella on the hour mark as the Foxes lost 1-0,
Hermansen said afterwards: "It is obviously frustrating. It sums up the situation we are in now as a team. The crossbar in the first half, that little bit of luck. Didn't create much and they score from distance.
"We just need to keep being solid defensively and keep trying to go on the counter and create some chances. Hopefully, soon the luck will turn around a bit.
"We speak as a team internally and we all think and feel this is a tough situation of course. We are also mindful about going deeper down into the hole. We're trying to keep smiling."
On Palmer's penalty, he added: "We always try to prepare and I knew he would take it. I had the feeling he would go there."