The Blues conceded two tries in the opening stages as Sean O'Brien and Rob Kearney pierced holes in a static home defence.
However the hosts were able to haul themselves back into the match with Halfpenny kicking 11 points.
But the Wales international missed the simplest of all kicks when nearly in front of the posts that would have given them the lead before Fergus McFadden's late penalty settled the 23-19 contest in favour of the European champions.
"A couple of system errors at the start defensively let them in," said Warburton.
"We tried to get back into the game but that first 15 minutes killed us.
"We still would have needed more points if that kick had gone over anyway.
"Leigh kicked brilliantly to put us in that position and it wasn't his fault we lost.
"We would have still needed more points even if had kicked it."
It does not get any easier for Warburton with a Heineken Cup double header against London Irish and Racing Metro followed by the start of the RBS 6 Nations.
But having gone to toe to toe with an all Ireland international back-row, Warburton has merely had his appetite whetted for the battles ahead.
"When we kept the ball the penalties were coming and that's what we wanted," he said. "We tried very hard at the end and they had a good turnover at the end. Some of their players had fantastic games like Jamie Heaslip which made them very hard to manage.
"It is always good to play like players like that. The back-row battle felt like an international match because they're so quick on the ball at the breakdown.
"From 1-15 their side are very competitive at the breakdown and it is the same in defence. We knew it was going to be tough game and credit where it's due, Leinster were very good.
"It is good preparation for London Irish. We are disappointed we did not win but the intensity out there is the same as any Heineken Cup game.
"There's a lot of pressure on us to go down to London Irish and get a win otherwise we have a very tricky game at home to Racing Metro".
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