"Due to our performance in the second half we should have won the game," Doll was quoted as saying by the official Bundesliga website on Monday.
"We had some great chances that we should have taken. That is annoying," added Doll whose side lost five league games out of 11 this season.
Despite the huge difference between both teams, Dortmund had the upper hand and were close from condemning Bayern to their first defeat this season.
Bayern coach Ottmar Hitzfeld voiced his satisfaction over the result.
"A point away in Dortmund is never a bad thing," the veteran boss said.
"I felt that we looked tired and only played to 70% of our capability. The game in Belgrade took a lot out of us."
Bayern faced strong resistance from Red Star Belgrade when they met in the UEFA Cup on Thursday but the Bavarians escaped with a 3-2 victory.
Hitzfeld's men lead the Bundesliga table on 27 points, leading second-place Hamburg with four points and 13 clear off Dortmund, who come 11th.