The 58 year-old was appointed by the Superliga struggler on 5 September after a short spell out of the game for health reasons.
It is the Argentina legend's first job in his homeland since leaving the national team in 2010 and he vowed to save Gimnasia's season when taking over.
But reigning champion Racing added to his new side's woes with a narrow victory at Estadio Juan Carmelo Zerillo.
Ariel Matias Garcia cancelled out Diego Gonzalez's first-half goal to give Maradona's men hope of claiming a point, only for Matias Zaracho to swiftly restore the visitors' lead in the 54th minute.
A deflated Maradona insisted his side was good value for at least a point.
"We didn't stop looking for the equaliser. These things happen in football and you have to turn the page," he said.
"My soul hurts because I don't think the champions of Argentina were better than us. At no time were they better than us.
"But they have quality players who keep the ball and you can't get it, you have to run twice as much."
Gimnasia has lost five and drawn one of its opening six matches and remains bottom of the table.