The Gypsy King suffered a second consecutive defeat to the Ukrainian on Saturday (21.12.24) after the judges scored the fight unanimously against him but he was convinced that he had done enough to win the bout.
Fury told reporters: "The judges gave him a Christmas gift. I feel like I won both fights.
"I know I had to knock him out but it's boxing and this happens. There is no doubt in my mind I won this fight.
"Frank [Warren] had me three or four rounds up and a lot of people had me up by at least two."
The British fighter added: "I'm not going to cry over spilled milk, it's over now.
"I've been in boxing my whole life but I'll always feel a little bit hard done by - not a little bit, a lot."
Fury's promoter Warren was left "dumbfounded" by the result and was adamant that his fighter had done enough to become world champion again.
He said: "I'm dumbfounded at how they [judges] scored it.
"His jabbing was superb, his footwork was superb, he wasn't slow. He was very evasive."
The result has left Fury's future in the ring under scrutiny but Warren suggested that it was too soon for the fighter to make a decision on his next move.
The promoter said: "I don’t know. He’s very disappointed, like I am as well. It’s up to him.
"It’s too early, just after a fight. Obviously emotions are running high. We’ll have to wait and see what happens for Tyson in the future. He’ll have to make up his mind."