Rhinos trailed only 8-0 at half-time and were still in the game until Saints scored the third of their five tries with 25 minutes left.
Leeds’ seventh defeat in eight competitive games this year leaves them second from bottom in Betfred Super League, above Toulouse Olympique on points difference.
The interim-coach said: “I was desperate for a performance, or certainly a response.
“26-0 is never, ever going to be good enough for Leeds Rhinos, but I feel some of the building blocks we wanted to put in place were there.”
He added: “I was encouraged by some of what I saw.”
“I know St Helens weren’t at full-strength, but add David Fusituya, Harry Newman, Richie Myler, Zane Tetevano, Brad Dwyer and Tom Holroyd to that mix, then you’re going to start executing and finishing off a few more plays, scoring tries and things will look a little bit different.
“I am disappointed with the result, but really excited with what tools we’ve got to work with in the next couple of weeks.”