During the second-half, a home fan entered the pitch and made an attempt to confront Farke before being intercepted by stewards and led away.
After the 2-1 defeat, Farke insists he was unaware of the attempted confrontation.
"Everyone is disappointed," Farke said. "I don't want one change in our supporters. I don't want them to be happy after (we have lost) and to give some plaudits.
"We have a very passionate fan-base, and this is what we want - it's a privilege. I don't want our supporters to change one per cent. They should be angry and disappointed.
"I feel exactly the same, and for that, we would expect it, that it's like this. I totally understand this."
Asked if he had been assured about his job by the Leeds heirarchy, Farke added: "No. We don't have to speak about this topic, because this is not a topic I think one second about, really not.
"It's not the question I am worried one second about. If you can't handle the heat, don't become a manager of Leeds United."