He also refused to complain after it appears Wisconsin had a possible victory stolen away from it.
A game-winning field goal attempt was never kicked, as mass chaos ensued on the field in the final 18 seconds that resulted in Arizona State celebrated a 32-30 win in front of 66,155 fans and the Wisconsin sideline up in arms with no explanation in sight.
"It's hard when you lose a game like that," said Andersen. "That's all I am going to say about that."
Wisconsin (2-1) had given up back-to-back fourth-quarter scores to a high-powered aerial offense but the Badgers battled back thanks to the unlikely. The Badgers dialed up the fake punt they had been practicing all week to give them a 23-yard gain, leading eventually to a touchdown that cut the lead to 32-30.
Wisconsin's defense - torched by the 352 passing yards of Arizona State junior quarterback Taylor Kelly - finally came up with a big stop to give the Badgers the ball back 1:36 remaining and no timeouts, and the offense saw Jeff Duckworth catch a 51-yard pass on third-and-4 to get the Badgers in field goal territory.
In order to give Kyle French a 32-yard field goal attempt in the middle of the field, quarterback Joel Stave ran a play that the Badgers had practiced, running between the hashes, took a knee, dropped the ball with 14 seconds left and got ready to spike the football to stop the clock.
The Arizona State players thought it was a fumble and jumped on it and the Pac-12 officiating crew never spotted the ball. Time expired, the officials huddled and then ran off the field with no explanation despite Andersen up in arms.
"I would like to get an explanation," Andersen said. "I wish I would have gotten one out there (on the field) ... It's just gut-wrenching."
Everyone knew adversity was going to strike Wisconsin sooner or later, but the question was how the Badgers were going to react when it tested them in ways this group hadn't experience. By the looks on their faces, it wasn't well.
All Jared Abbrederis could do was laugh. Melvin Gordon could hardly say anything. Beau Allen just shook his head. Jacob Pedersen stood there and smiled when he was asked more-detailed questions and Chris Borland called Saturday the worst loss of his career.
"Too late, I guess," said Stave.
After beating up on two opponents by a combined score of 93-0, Wisconsin's stats ranked them as one of the best teams in the country statistically, but called into question how good the Badgers really were considering the combined 2012 records of their opponents went 4-19.
The spokesmen of Wisconsin's veteran roster 14 returning starters and 51 returning lettermen were candid and honest about the level of competition they'd face (expecting to be able to move the ball offensively and register a shutout defensively), but downplayed the fact that they hadn't played from behind or weren't put under tremendous game pressure.
The trip to Arizona State was viewed as a perfect dress rehearsal for the big challenge that waits at the end of the month. While the Badgers host one-win Purdue next week in the Big Ten opener, the toughest task on UW's schedule is a trip to No. 4 Ohio State, which has won its first 15 games under the direction or Urban Meyer and has beaten Wisconsin three straight times at home.
With no games against Michigan, Michigan State or Nebraska on the schedule and hosting Northwestern and Penn State, arguably their other two tough conference tests at home, Wisconsin is viewing that as its statement game considering they are the three-time, reigning conference champions.
Time will tell if Wisconsin will be able to win a fourth consecutive conference championship, but the results of the Badgers' first true road test of the season show plainly that Wisconsin still has a lot of growing to do, and has another heartbreak to get over.
"I was very proud of them," said Andersen. "I am unbelievably proud of the football (team). There was a lot of adversity and there wasn't a lot of quit in those teams. ... It's emotional for me to be in (this) position when they played so hard."