Yet, the new Rugby Park boss has plenty to be positive with after witnessing his team run Premiership opposition close and better them for periods of the match.
Killie responded to going behind early on to draw level and create the best openings before losing to a piece of Dylan Levitt magic in extra-time.
McInnes “tried to be positive” with his subs but the home side were thwarted by some wayward finishing and last-ditch defending.
“It was a sore one to take, there were loads of aspects of the performance I was pleased with,” McInnes said.
“I was dying to help my team in extra time, but when you’re restricted with just one extra sub it’s hard.
“We could have shored up the defence and played for penalties, but I didn’t want to send that kind of message out.
“The risk and reward is always there, we had umpteen chances in the game to get that all-important second goal. Then unfortunately for us when it came for United it was in the dying embers of the game.
“The players gave absolutely everything, I have been here a couple of weeks now and that performance was miles better than what we had.
“You can’t take any real pleasure in losing a cup tie, but I think the team responded to the fans and the fans responded to the team.
“The players are responding to what we are asking of them, the intensity and speed is what we want.”
McInnes described the way the fans responded to his team after the game as “quite something”, reminiscent of a loss to Hibs under Steve Clarke when the support showed their appreciation.
The Killie boss didn’t rule out further signings – or departures – offering that he is “maybe one or two different types away, that could maybe help us”. He did note the impact of two arrivals in Ash Taylor and Kyle Lafferty.
“[Taylor] has always been a presence for me, I have signed him three times now and I think he can be very influential in both boxes,” McInnes said
“[Lafferty] offers something a bit different up there.”