The Blues suffered their second straight 1-0 away defeat after Benni McCarthy scored the game's only goal in the 13th minute.
Blackburn played a deep corner from the right and not only did Rovers' Christopher Samba win the first challenge to head the ball back across goal, Roque Santa Cruz was wide open to head towards goal.
City keeper Kasper Schmeichel pulled off a decent save to deny Santa Cruz but McCarthy was on hand to tap in the rebound.
Eriksson was disappointed to come away empty-handed as the Blues failed to capitalise on long spells of possession, with Blackburn having 16 efforts at goal to City's 7.
"It was the least difficult game we've had so far," said the City boss. "We played some very open football and we had possession.
"It was easier than I thought it was going to be here because what we'd talked about it and what I expected was a very aggressive Blackburn.
"At the beginning we outnumbered them and did very well. With all that possession I know we need to create more opportunities to score.
"We knew they were dangerous on set-pieces because of two reasons," Eriksson added.
"The delivery from both sides with Bentley and Pedersen is very good. Secondly, in the air they are very good with the two centre-halves and Santa Cruz.
"If you win the first ball (in the build-up to Blackburn's goal), it will not happen, but it was Samba who won that and he's almost 2 metres high, so it's not that easy. We could have maybe done better."