He said: "I haven't seen the incident but I believe the officials got it wrong. As the game panned out that second goal was absolutely crucial and not getting it was a real body blow.
"(When Wales equalised) we didn't feel we were under enormous pressure at all. I'm amazed we have come in and lost. I didn't feel we were under any threat."
Of Gareth Bale, Levein added: "We know how good a player he is. Once he gets into his flow he is very difficult to stop.
"From my point of view I am absolutely devastated. It is really difficult to take."
It was Chris Coleman's first win as Wales manager since succeeding Gary Speed and he admitted it was a relief.
The former Fulham boss said: "Overall, the performance over 90 minutes - if we had come away with nothing it would have been a travesty. Scotland scored against the run of play.
"We showed great belief, great character and great strength and got what we deserved."
Of Bale he said: "When you've got that threat in the team then you always have a chance. Two great times to score, two great goals and a great player."