The striker struck twice in their 3-3 draw at Wolves.
Defoe said: "It was an incredible game but we were disappointed not to win. All the players worked so hard but, with a bit of luck, maybe we would have won.
"To score three away from home is fantastic for any team. Wolves make it so hard, especially at Molineux, but overall we were the better side.
"Even after Roman scored the third we had loads of chances.
"I hit a post and Gareth Bale went close so it's disappointing not to get the win."