Real won 2-1 through goals from Lucas Vazquez and Brahim Diaz, with Noni Madueke scoring for the Blues.
"For me I love to win and I hate to lose so I am not happy with the result," the Denmark international said.
"I am happy to get more minutes and I am looking forward to getting to know everyone better on and off the pitch, get home and breathe a bit."
On the two goals conceded, Jorgensen said: "I think they are doing good but we have to work on some things. Also me, I need to be high when the defensive line is so high, but we can work on that as we have two weeks until the Premier League starts so we will work on that.
"No, I think they do it pretty good and I think I could also be high and make less space. We will get to know each other and will work on some things."