Delgado (0-1) gave up a pair of line-drive hits that allowed three runs to score, erasing Arizona's 2-0 lead.
"It's tough," Hale said. "The guys played their tails off, Robbie pitched great. I'll take this one."
In retrospect Hale would have liked to have summoned veteran right-hander Tyler Clippard instead of Delgado.
"I should have just gone to Clippard in the seventh there," Hale said. "He's been our seventh-inning guy. It was my mistake. As manager you make some decisions during the game and sometimes they don't work out and you have to take responsibility."
Clippard had thrown in two straight games, but Hale said Clippard told him after playing catch before the game that he felt good.
"Randall's done so well with guys on base the last couple years, I felt like he was the right matchup," Hale said. "But it didn't work out. So I'll take it. Those guys deserve better. Robbie pitched a heck of a game tonight."
What made the loss even tougher to take was that it came against the Dodgers. A win would have given the D-backs a rare series win at Dodger Stadium and would have given them some positive momentum heading into their three-game series against the Padres, which starts Friday in San Diego.
"You have a chance to win a game against a division opponent here in their ballpark you've got to take a shot," Hale said again lamenting the fact he didn't go to Clippard.
The 3-7 start is not something the D-backs were expecting after making big offsesason acquisitions in right-handers Zack Greinke and Shelby Miller.
"It's a long season," Ray said. "I don't think we're getting down about it or anything. We're going to come out tomorrow and put up a fight."
Steve Gilbert is a reporter for MLB.com. Follow him on Twitter @SteveGilbertMLB. This story was not subject to the approval of Major League Baseball or its clubs.