Forest gave as good as they got against a side tipped for promotion this season and will look back in frustration at Henri Lansbury's missed penalty in the 78th minute.
A quickfire opening had seen David Nugent give MIddlesbrough a third-minute lead before Matt Mills levelled for the Reds four minutes later.
The summer signing from Bolton, however, was forced off through injury shortly afterwards and the visitors went back in front when ex-City Ground loanee Daniel Ayala scored.
Substitute Jamie Ward caused plenty of problems for the MIddlesbrough defence and new signing Jonathan Williams made his home bow when replacing Nelson Oliveira for the final quarter of an hour.
A season-high crowd of 20,993 watched an entertaining game but the majority were left disappointed by the final result.