Goals from Marcos Senesi and Kieffer Moore consigned Palace to defeat at Selhurst Park, where plenty of home supporters headed for the exit before the end of the match and booed Hodgson.
One fan threw a missile at Hodgson as he headed off the pitch after the game, though the 76-year-old insisted that was “news to me” when he was informed.
Addressing the defeat, which left Hodgson under pressure and his side winless in four games, he said: “I would sum it up as a very sad evening for us. The fact is that the expectations are high, hence the boos.
“People came here to see us win and we weren’t capable of winning. To be fair, we did play against a good side, Bournemouth did well and they made life very difficult for us. We tried hard. We weren’t able to cause them enough problems. I think the scoreline is actually a bit harsh.
“But the fact is: the fans have been spoilt here in recent times. They’re used to seeing us do very well at home and get good results and this year we’ve not been able to do that.
“They’ve come here today, of course, thinking after our good point at West Ham that we would run all over and blow Bournemouth away, but unfortunately they are false expectations because Bournemouth are not an easy team to blow away.”
Hodgson continued: “They’re in very good form, they’re very confident, they’re winning matches and all I can say in our defence is that I thought our players tried hard, they worked hard, I can’t blame them for a lack of effort, but in terms of quality of course, we weren’t able to produce the quality needed to win the game.”
Meanwhile, Tyrick Mitchell went off injured in the 29th minute of the match, and Hodgson said: “We don’t know [the severity] yet. He was in good form. We’d be very upset to lose him, but it’s a muscle strain and my relationship with muscle strains at Crystal Palace is not a good relationship.”