What ensued was a barrage of angry venting at his political team and Senate Majority Leader Mitch McConnell, who had consolidated establishment GOP support behind Strange.
Trump, officials and informal advisers say, felt misled by McConnell and his political team, who encouraged him to endorse and campaign for Strange.
Trump praised Moore to reporters on Wednesday.
"I'm very happy with him, and I have to say Luther came a long way from the time I endorsed him and he ran a good race, but Roy ran a really great race," the President told reporters on the White House South Lawn before departing for Indiana.
Trump said he'd never met Moore.
Even before Strange's loss on Tuesday, Trump expressed misgivings about getting behind the candidate, who he deemed too "low energy." Trump fretted the endorsement made him appear weak, cowed by an establishment that he'd openly rebuffed during his own campaign.
His concerns were only exacerbated by the endorsement of Moore by his former chief strategist Steve Bannon, who made a highly visible push for Moore as the anti-GOP-establishment candidate.
But Trump felt beholden to Strange, who has supported his agenda during his few months in the Senate. His decision, according to a person familiar, was not made entirely at McConnell's request.
Trump "knew it was a mistake but one he was willing to make because Luther was loyal," said a senior White House official.
Following Strange's loss, Trump felt he was proven right and his team had largely failed him.
He went to bed "embarrassed and pissed" following the election loss, according to a person familiar with his mindset. Trump, multiple sources said, was furious with McConnell -- with whom he has openly feuded
-- and feels outdone by his former aide Bannon.
On Wednesday, Trump insisted he was confident in the Senate majority leader.
"I do have confidence in him, yes. I do have confidence," Trump said. "But it's really not up to me, it's up to the Senate, but I do have confidence in him. I will say they used him in the race, and I was very honored by the way I was treated in the race, but they used him the in the race."
Inside the White House, fingers are being pointed at Ward Baker, a McConnell strategist, and Nick Ayers, the vice president's chief of staff, both of whom were involved in pushing Trump to back Strange, according to sources.
The vice president's office denied that Ayers pushed Trump to endorse Strange.
"Losing is bad for his brand," another GOP adviser to the White House said of Trump.
One person Trump has not appeared to blame: himself.
He replaced them with congratulations to Roy Moore: "Spoke to Roy Moore of Alabama last night for the first time. Sounds like a really great guy who ran a fantastic race. He will help to #MAGA!" Trump wrote.
Strange, he wrote, "started way back & ran a good race."
Kellyanne Conway, the President's counselor, downplayed Trump's mood in the wake of Strange's loss.
"The result was not unexpected, and even though polls are often wrong, the result was not unexpected," Conway said.
She cast Tuesday's vote as a validation of Trump's agenda and strategy, rather than a repudiation of the person he'd endorsed. And she said other Republican senators who have supported Trump's agenda can expect similar shows of support from the President.
"I think that this is an extension of what we saw last year, which is that when some voters have a chance to vote against Washington and the establishment, they will do exactly that, especially after we haven't had a lot of legislative victories," Conway told CNN.
"It's actually a vindication for Trumpism because it's very much what happened last year to President Trump," she said.