As his opposite number Tom Dearden ran riot in a man-of-the-match performance in Sydney, Cleary struggled to pull the Blues into the contest in Wednesday night's stunning 24-12 loss to Queensland.
"I feel terrible. It's just so frustrating. I've been here before and it happened again. It sucks," a forlorn Cleary said at full-time.
"I didn't adjust quick enough to their rushing defence and it played into their hands a little bit."
Despite guiding Penrith to a historic four consecutive premierships, Cleary has long been dogged by criticism of his ability to deliver in pressure moments for the Blues.
On Wednesday night Cleary passed Mitchell Pearce and Andrew Johns to become NSW's most-capped halfback, but he has won only eight of his 17 matches for the state.
Of his most recent seven, Cleary has claimed victory in only two, among them a dominant game-two win in Perth in 2022.
Cleary has taken NSW to series wins in 2018 and 2021, but has now dropped game-three deciders in 2020, 2022 and 2025.
Wednesday night was arguably the biggest shock of all, as the Blues admitted afterwards they were impatient in attack and guilty of chasing points.
Unquestionably the leading halfback of his generation, Cleary conceded it was fair to criticise him for not yet having delivered in the Origin arena.
"At the end of the day I haven't (owned the Origin arena)," the 27-year-old said.
"I'm the harshest marker of myself anyway, so I don't really think that what other people say is out of line because I probably think that of myself anyway.
"At the end of the day, you just feel like you've let down the boys that you play with and the state obviously.
"That's what hurts the most. I let down myself and my own high standards. It's frustrating."
Cleary said it was tough to realise that he would need to wait until next year for another chance at righting the wrongs.
"That's what's sinking in now," he said.
"I just want to play again, but that's not how it works. It's much like a grand final I guess.
"It's the biggest game of all and if you lose it you've got to wait another whole year to get back there.
"I think it's about just growing from it, not trying to kick stones."
Penrith and NSW teammate Brian To'o said it was natural for Cleary to be down on himself after the series, which the Blues led 1-0 before dropping two straight games.
"I'd obviously be worried if he wasn't feeling that way, but that's just the way he is. I know he'll definitely come back stronger," he said.
"That's what makes 'Clez' a great player. He's always looking to keep getting better. I know that 'Clez' is definitely going to note this down and hopefully dominate next year."