Second-ranked Kansas beat Kentucky, 150-95, the most points ever scored by the Jayhawks.
"Nobody wants to get beat that bad," said Pitino, in his first year with the Wildcats after coaching the NBA's New York Knicks. "It's embarrassing. But if we come back and really fight, good things will happen. All around, Kansas is a great team."
The game was officiated by an all-Big Eight crew, and Pitino drew two technical fouls.
"I don't comment about officiating," he said. "Just go ahead and ask your stupid questions."
The Wildcats (3-2), who made 18 of an NCAA-record 41 three-point attempts their previous game, made 17 of 40 against the Jayhawks (9-0).
"It was just our day," Kansas Coach Roy Williams said. "Everything we touched turned to gold. Everything they touched turned to--well, you fill in the blank. You can't tell your kids not to play. You can hold the ball, but who does that embarrass? I know I'm going to be criticized, but I don't think it's our fault what happened the last few minutes."
The Kansas record of 127 points, set last season against Iowa State, fell with 5:23 to play when Terry Brown's three-point basket made the score 129-88.