The Lilywhites produced 23 shots on goal for five on target as they enjoyed more than 60% possession in their eventual 2-0 defeat at the hands of Forest at Deepdale on Wednesday night.
After the match, Grayson suggested his Preston side were hardly done by as they crashed to early and late goals from Jamie Mackie and Darius Henderson.
"We said to the players before they went out 'do yourself justice, do the club justice and put on a performance' and we certainly have done that tonight," Grayson said.
"Everybody saw the commitment, the effort, the quality.
"To limit such a strong, powerful team as Nottingham Forest to the number of chances they had and to create the chances we did...it was an understatement that it was daylight robbery today."
He added: “Decisions didn't go our way but if you're going to lose a match you go down with a fight and we certainly did that tonight."
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