"I think that we would've clearly deserved to win," Enrique told PSG TV after Friday night's game at the Parc des Princes.
"We would've been unlucky to draw, and yet we lost. It's inexplicable," added the 56-year-old Spaniard.
"But that's football. You just have to accept it. Unfortunately, in the last three years, there have been games like this."
PSG skipper Marquinhos gave his side the lead in the 31st minute. Flavio Nazinho levelled for Monaco in the 58th minute and Stanis Idumbo scored what proved to be the winner in the 72nd minute.
The defeat leaves PSG with two points out of a possible nine from their first three games – Enrique's worst start to the Ligue 1 campaign since he took over from Christophe Galtier as head coach in July 2023.
In his first season, PSG had five points from their opening three games. And in the the following two campaigns they boasted a 100 percent record following the first three fixtures.
At the outset of the 2026/27 season, only Monaco remain unblemished.
"It was a perfect evening for us," said Nazinho. "We've come away with the win and I think that's the most important thing.
"We maintained a positive mindset throughout the match and it's important to keep that mindset and win match after match."
Champions League: PSG boss Enrique vows to attack Bayern in push for final
The loss dampened the triumphalist mood around the Parc des Princes before the game.
PSG supremos announced that Enrique, whose contract was due to expire at the end of the season, had agreed to extend his deal until 2030.
The club also revealed that midfielders Joao Neves, Fabian Ruiz and the defenders Willian Pacho, Lucas Beraldo and Senny Mayulu had also signed contract extensions.
"They represent the present and the future of our club's project," said PSG president Nasser al-Khelaifi.
"Together, we're aiming to build for the long term, to remain true to our values, and to continue writing a story that our supporters can be proud of."
Since becoming PSG head coach, Enrique has steered the side to 13 trophies including three Ligue 1 titles and two Champions League crowns.
PSG coach Enrique dismisses favourites tag before Arsenal showdown
In May 2025, PSG walloped Inter Milan 5-0 to brandish European club football's most prestigious prize for the first time. A year later, PSG saw off Arsenal to retain the cup.
"It is the first time in my career – and I am an old coach – in which I have stayed more than three years in the same club.
"I am more motivated now than I was in my first year here, which is bizarre for me. I am very happy and I hope to be up to the job."
PSG begin the defence of their Champions League title on Wednesday against Slovan Bratislava at the Parc des Princes.
