The French superstar led San Antonio's scorers with 26 points but had a poor shooting night before ultimately being upstaged by the Knicks' Jalen Brunson.
A relaxed Wembanyama was staying calm after the disappointing opening loss, noting that there was still a long way to go in the best-of-seven series.
"Nothing," Wembanyama replied when asked what aspects of his performance he was kicking himself over. "We've been down in a series before. Never in the Finals, obviously.
"But I'm not kicking myself about anything really. I mean, I'm not worried the slightest."
The 22-year-old is confident San Antonio will bounce back in time for game two in Texas on Friday.
High fives: Victor Wembanyama's rise to the top of the NBA charts
"I'm going to figure it out," Wembanyama said. "I mean, I was bad tonight. It's not more complicated than that."
Wembanyama also rejected suggestions that the occasion of playing in the NBA Finals might have played a role in San Antonio's defeat.
"I mean, it definitely felt special, for sure," he said. "But nothing close that could be an excuse, you know. It was not a factor in our performance."
Wembanyama added that he was confident of delivering an improved performance in time for game two.
"It's almost not like I have anything to figure out. It's almost like I have to play normal, not even good," he said.
"It's just like doing the right things is enough. When we play bad, when I play bad, is when we shoot ourselves in the foot.
"This is why I'm not worried. We're going to be so much better. I'm going to be so much better."


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