A Jamie Vardy hat-trick condemned the Cityzens to a home defeat, despite the fact they had more possession and shots than the opposition.
Speaking to BBC Radio 5 Live, Rodri explained: "For me, they were lucky. Football has not been fair to us. Maybe it is our fault, maybe it is their strength - but it is very difficult to explain.
"We did a lot of good things to win the game. A team like Leicester comes here and plays with 11 guys behind the ball.
"I am young and try to learn every game, but games like this - where the opposition do nothing - you are a bit confused. It's not the way I like to play."
City boss Pep Guardiola believed that his side's failure to build on the early lead given to them by Riyad Mahrez was a key factor in the match.
The Spanish coach said: "We started to think we were playing badly when it was the opposite.
"We told them at half-time to be patient. But sometimes we struggle with that. It's not about winning for 10 or 15 minutes. Sometimes you score early, sometimes you need more time."
Leicester manager Brendan Rodgers revealed that he changed his usual tactics for the match.
He said: "They are a great team. The higher you press with the ability they have, the more they will exploit the space you have left.
"Everyone knows how my teams play but I felt it was important to take their keeper out of it and get to a three-quarters shape, then we could deny them space when the press did come. Thankfully we were able to do that."