The long-reigning king of the big men was out-thought and out-classed by the younger, slicker man as Fury ended his nine-year winning run in Dusseldorf.
Klitschko had been a heavy favourite to retain his WBA, WBO and IBF belts at the ESPRIT Arena on Saturday but suffered a clear loss against the British challenger.
“A defeat is a learning process,” said the 39-year-old.
“It’s too early to say anything now. It needs to be digested properly. I got beaten and I lost the battle but I did not lose the fighter (in me).
“The fighter is still inside me. He always has been.
“We’ll see how the cookie crumbles, work it all out and let you all know.”
Mancunian Fury, a 4/1 underdog, baffled Klitschko with a stylish, measured performance in which he utilised his height and youth perfectly to earn a superb win, with scores of 115-112 twice and 116-111, despite being deducted a point for fouling.
Klitschko has the option of exercising a rematch clause in the fight contract which could see Fury forced to return to Germany and do it all again.
While Fury took a small purse to have his shot, he would earn significantly more as the defending champion next time around, particularly if he travelled to Klitschko’s adopted homeland of Germany once more.
Klitschko is likely to take the shot at revenge, unless he decides the result would be the same or even chooses to retire.
“It was a good night,” Klitschko said.
“It wasn’t a good night for me in terms of winning the fight, but it was a good night. I wish I could have landed more clean shots but I couldn’t work out the distance properly.
“I congratulate Tyson. He won the fight. All I can say is ’to be continued’.”