The Parksiders led 14-6 in the first half and went 20-16 ahead with around 10 minutes to go, but could not hold on.
Thornton’s side seemed to be regaining their early season form after recording back-to-back victories and he admitted: “It was really disappointing.
“We came from behind twice to lead, but we couldn’t close the game out in the last 10 minutes.
“We forced a play, dropped the ball at full-back and then they go the length of the field to score.
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“That was game over, but even then we forced four errors in their 20 and we could not crack them.
“Doncaster stepped up their defence and we couldn’t get over the line.
“It was very frustrating - we didn’t manage the game well at all and that’s what cost us.”
Thornton felt his side were good in patches, but not when it mattered most.
He added: “It was a difficult one because at times we played really, really well and at times we were really, really poor.
“We scored some nice tries ourselves, but gifted Doncaster three easy ones.
“We should have closed the game out with 10 to go and made Doncaster work harder for their tries.”
The defeat was Hunslet’s third in four home fixtures in the league and 1895 Cup and they slipped a place to third in the table, only two points clear of seventh-placed Doncaster.
Back-rowers Daune Straugher and Josh Tonks picked up knocks and are both in doubt for Saturday’s game at West Wales Raiders.
“Duane got a knock to a shin and Josh has a dead-leg above his knee,” Thornton reported. “I don’t think they are anything serious, but I won’t risk anyone this week.”