Clemens ran out of gas after just 4 1/3 innings while the Yankees' offense sputtered once more in a 4-3 loss to the Rockies, who completed a series sweep at Colorado.
"I expect to win, so it's disappointing," said Clemens, who turned in his shortest effort since rejoining New York. "On the same page, I know it's not going to come easy. Nothing's going to come easy to this ballclub.
"Everybody's going to come after us for the rest of the year. We're going to go on to another city and they're going to come after us just as hard."
The Colorado series took on a festive atmosphere for the local crowds, with high attendance tallies for all three games and heavy media coverage celebrating the Yankees' arrival.
But for those who expected to see the Bronx Bombers whip out their bats and put on an offensive showing like they did in 2002, when New York scored 41 of the 70 runs scored in a three-game set, the final totals must have been a disappointment.
The Yankees managed just five runs over the 27 innings, with Hideki Matsui's second-inning two-run homer off right-hander Rodrigo Lopez accounting for 40 percent of them.
"We didn't hit. We didn't swing the bats too well," said Derek Jeter, who extended his hitting streak to 15 games, but was also involved in two costly baserunning blunders.
"We came into this series feeling pretty good. Pretty much everyone was swinging the bats good. We came here and didn't hit well at all."
The good feelings from the Yankees' recent run of 11 wins in 12 games are gone now, Joe Torre admitted.
While the manager expressed hope that their three-game series in Colorado was "just a pothole," he acknowledged the series' impact on the Yankees' collective psyches.
The set dropped the Yankees back to the break-even mark after they'd headed west enjoying their high-water mark of the season, rising to three games over .500 with a Sunday victory over the Mets.
"It certainly hurts," Torre said. "It's something we're going to have to come back from. We can't win these games anymore."
Clemens surrendered solo home runs to Garrett Atkins and Troy Tulowitzki in the second inning, but clung to a tied game by the fifth, boosted by Matsui's long two-run homer to the rock pile in straight-away center.
But another Matsui, the former Met Kaz, helped spoil Clemens' afternoon. His stamina perhaps affected by running out a single up the middle in the top half of the inning, Clemens surrendered a one-out single to Matsui, who then stole second base -- the seventh swipe off Clemens in the last two games.
"You're just trying to catch your wind," Clemens said. "I've thrown here enough to know that. Obviously, I was taking deep breaths on the mound."
Matt Holliday followed by ripping Clemens' 90th pitch up the middle for a run-scoring hit, drawing Torre out of the dugout on a slow walk to retrieve The Rocket after a brief chat to consult on his fatigue level.
Colorado added an additional run, charged to Clemens, as Todd Helton singled off Mike Myers and Atkins lifted a sacrifice fly off Scott Proctor, scoring Holliday.
Clemens -- who is trying to become baseball's first 350-game winner since Warren Spahn in 1963, a game caught by a 22-year-old Torre -- allowed seven hits. He walked one and struck out six, falling to 1-1 in four career starts at Coors Field.
Asked to evaluate his performance, Clemens said: "We lost, so it doesn't matter. You want to help win ballgames. That's what we're here to do."
The effort wasn't helped by the Yankees' baserunning. Robinson Cano was doubled off second base to kill a rally in the fifth inning, and the normally heads-up Jeter was involved in a pair of miscues of his own.
In the first inning, Bobby Abreu missed a sign and left Jeter -- who later extended his hitting streak to 15 games -- hanging between first and second base on a caught stealing.
In the sixth, Jeter led off the inning with a double and then broke on a ball hit in front of him by Alex Rodriguez, as shortstop Tulowitzki scooped and threw the ball to third base on a very familiar play -- one that Jeter himself has made many times in his Major League career.
Torre said that Jeter didn't hesitate to seek him out in the dugout and "take his medicine" from the manager. After the game, Jeter owned up to his error as well.
"There's no excuse, that's the bottom line," Jeter said. "You're trying to be aggressive. We've been scuffling scoring runs, but in that situation, the ball is right in front of you. There's no excuse."
The Yankees drew within one run in the seventh as Cano led off with a ground-rule double, moved up on a sacrifice and scored on a sacrifice fly that left fielder Holliday ran down to take away an extra-base hit.
But that rally, like too many others in the Rockies series, turned out to be short-lived, as Manny Corpas threw a scoreless eighth and closer Brian Fuentes came on for a perfect ninth to record his 20th save.
"They held us down, give them credit," Clemens said. "What did we have, five runs in three games? I'd have lost a lot on that one."
Bryan Hoch is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.